Does convergence in $L^p$ imply convergence almost everywhere? If I know $\| f_n - f \|_{L^p(\mathbb{R})} \to 0$ as $n \to \infty$, do I know that $\lim_{n \to \infty}f_n(x) = f(x)$ for almost every $x$?
 A: Let $\rho(x)=\chi_{[0,1]}$ be the characteristic function of the interval $[0,1]$. Then take the "dancing" sequence
$$
f_n(x) = \rho(2^mx-k)
$$
where $n=2^m+k$ with $0\leq k<2^m$. This sequence converges to $0$ in $L^p$ but for any $x\in(0,1)$ we have $f_n(x)$ is not convergent.
However, it is a general fact that one can always extract a subsequence converging almost everywhere to $f$.
A: For $n$ integer and $0\leq k\leq 2^n-1$, denote $f_{n,k}:=n\chi_{[k2^{-n},(k+1)2^{-n}]}$. Consider $f_{1,0},f_{1,1},f_{2,0},f_{2,1},f_{2,2},f_{2,3},\ldots$ (put $g_n:=f_{\alpha_n,n-\alpha_n}$ where $\alpha$ is an integer such that $1+\ldots+2^{\alpha_n}\leq n<1+\ldots+2^{\alpha_n+1}$). Then $g_n$ doesn't converge to $0$ for any $x$, but converge to $0$ in $L^p$ for $1\leq p<\infty$. However, we can find an almost everywhere converging subsequence (here we can pick $g_{1+\ldots+2^n}$).
More generally, if $f_n\to 0$ in $L^p$, with $1\leq p<\infty$, we get can find $n_k$ increasing to $+\infty$ such that $\lVert f_{n_k}\rVert_{L^p}\leq 2^{-k}$. Let $g_k:=|f_{n_k}|$. Then $\mu\{x:g_k(x)\geq n^{-1}\}\leq \frac {2^{-kp}}{n^{-p}}$, so by Borel-Cantelli $\mu\{\limsup_k g_k\geq \frac 1n\}=0$ for each $n$ and $g_k\to 0$ almost everywhere.
A: Consider the "typewriter sequence" defined by the formula:
$$f_n:=1_{\left[\frac{n-2^k}{2^k},\frac{n-2^k+1}{2^k}\right]}$$
where $k$ is an integer such that $2^k\leq n<2^{k+1}$, the sequence converges to zero in $L^p$ norm, but not pointwise.
