Suppose that $ f_n \rightarrow f $ in $ L_p([0,1])$ with respect to the $|| . ||_p$ norm. $\{g_n\}_{n=1}^{\infty} $is a sequence of measurable functions such that $|g_n| \leq M$ for each $n$ and $g_n \rightarrow g$.
Work done so far:
$g_n \rightarrow g$ a.e. implies that $g_n^p \rightarrow g^p$ a.e.
Next since $|g_n|^p \leq M^p \in \mathbb{R} $ by Lebesgue Dominated Convergence Theorem we get
$\int_{[0,1]} g_n^p \rightarrow \int_{[0,1]} g^p. $
Then,
$\int_{[0,1]} |g_n f_n – gf|^p \leq \int_{[0,1]} |g_nf_n – g_nf|^p + \int_{[0,1]} |g_n f – gf|^p $ (by Minkowski's)
$= \int_{[0,1] }|g_n|^p|f_n-f|^p + \int_{[0,1]} |f|^p |g_n – g|^p$
So at this point I will put $ (\int_{[0,1]} |g_n f_n – gf|^p)^{1/p} = || g_n f_n – gf||$
And I can almost show that the last two terms go to 0, but am having trouble dealing with $|g_n|^p$ in the first term and $|f|^p$ in the second term.
Best Answer
For the first term, use the uniform boundedness of $(g_n)$ to write $$\Bigr(\int |g_n|^p|f_n-f|^p\Bigl)^{1/p}\le M\Bigl(\int |f_n-f|^p\Bigl)^{1/p}$$ and use the fact that $(f_n)$ converges to $f$ in $L_p$.
For the second term, perform some epsilonics using the following facts:
$$ \Bigl(\int |f|^p |g_n-g|^p\Bigr)^{1/p} =\Bigl(\int_B |f|^p |g_n-g|^p \,+\,\int_{B^c} |f|^p|g_n-g|^p\Bigr)^{1/p}. $$