We introduce the concept of limit set associated to a cellular automaton (C
A) and shift invariant probability measure. This is a subshift whose forbid
den blocks are exactly those, whose probabilities tend to zero as time tend
s to infinity. We compare this probabilistic concept of limit set with the
concepts of attractors, both in topological and measure-theoretic sense. We
also compare this notion with that of topological limit set in different d
ynamical situations.