Using an asymptotic characterization of probabilistic finite state languages over a one-letter alphabet we construct a probabilistic language with regular support that cannot be generated by probabilistic CFGs. Since all probability values used in the example are rational, our work is immune to the criticism leveled by Suppes (Synthese 22:95–116, 1970 ) against the work of Ellis ( 1969 ) who first constructed probabilistic FSLs that admit no probabilistic FSGs. Some implications for probabilistic language modeling by HMMs are discussed.