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Rietz-Fischer Theorem: Let $E$ be a measurable set and $1 \le p \le \infty$. Then every rapidly Cauchy sequence in $L^p(E)$ converges both with respect to the $p$-norm and pointwise almost everyone on $E$ to a function in $L^p(E)$.

Question: How does one prove this in the case that $p = \infty$? Every proof I have seen thus far seems to assume that $p \in [1,\infty)$. For example, the wikipedia proof makes this assumption and then concludes by remarking "the case $p = \infty$ reduces to a simple question about uniform convergence". Upon thinking about this for a bit it's not obvious how to proceed.

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    Refer to this thread: http://math.stackexchange.com/questions/9321/understanding-proof-of-completeness-of-l-infty – Siminore Apr 06 '14 at 12:50

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