In this proof i used the following fact (1): "If $f\in L^p(\mu), 1\leq p < \infty$, and let $\epsilon > 0$ then there exist a set $E_\epsilon$ measurable with $\mu(E_\epsilon) < \infty$ such that $\displaystyle\int_{E^{c}}|f|^p d\mu < \epsilon$"
Proposition: Suppouse $\{f_k\} \in L^p(\mu), 1 \leq p < \infty$. Let $B_k(E) = \displaystyle\left(\int_E |f_k|^pd\mu\right)^{\frac{1}{p}} = \left(\int |f_{k}\chi_{E}|^pd\mu\right)^{\frac{1}{p}}$, where $X_{E}$ is the characteristic function of $E$. If $\{f_k\}$ is a Cauchy sequence and let $\epsilon > 0$ prove that exist a set $E_\epsilon$ measurable with $\mu(E_\epsilon) < \infty$ such that $B_n(E^{c}_{\epsilon}) < \epsilon$ $ \forall n \in \mathbb{N}$
Proof: Let $\epsilon$ take $n_0 \in \mathbb{N}$ such that for $n, m \geq n_0 \Rightarrow$ $\displaystyle||f_n - f_{m}||_p < \frac{\epsilon}{2}$
By fact (1) for $i = 1, 2, ..., n_0 -1$ there exist measurable sets $E_1, ..., E_{n_0}$ such that $\displaystyle B_1(E_{1}^{c}) = ||f_1\chi_{E^{c}_1}||_p, ..., B_{n_0}(E_{n_0}^c) = ||f_{n_0}\chi_{E_{n_0}^{c}}||_p < \frac{\epsilon}{2}$.
Take $A = E_{1} \cup ...\cup E_{n_0}$, then $A^c = E_{1}^c \cap...\cap E_{n_0}^c$ and $B_1(A^c),...,B_{n_0}(A^c) < \frac{\epsilon}{2}$; for $n \geq n_0$ $\displaystyle B_n(A^c) = ||f_n\chi_{A^c}||_p \leq ||f_n - f_{n_0}\chi_{A^c}|| + ||f_{n_0}\chi_{A^c}||_p < \frac{\epsilon}{2} + \frac{\epsilon}{2} = \epsilon$. Therefore $\forall n \in \mathbb{N}$ $B_n(A^c) < \epsilon$
$\blacksquare$
Is there some error? If yes, how should i do?