Let g(x) be the function from R to R defined by $g(x)= 1$ if $x=0$, $\frac{\sin x}x$ otherwise.
Define the function $g_n (x)= g(x)$ if $-n < x < n$ and $x=0$ otherwise.
Show that for every n, $g_n$ is integrable on $\mathbb R$. And that $g_n$ converges to $g$.