Lang starts the proof that the $\mathcal{L}^1(\mu_X, E)$ - defined as the space of pointwise a.e. limits of Cauchy sequences of step maps (defined to vanish outside sets of finite measure) - is complete in the $L^1$-norm (functions $X \to E$, $E$ Banach) by using the fact that step functions are dense in $\mathcal{L}^1$. This is obviously a true fact but I don't see how it follows from the three facts he has already proven (no monotone or dominated convergence):
- VI.3.1: A Cauchy sequence of step maps has a subsequence which both converges both pointwise a.e. and converges uniformly outside a set of arbitrarily small positive measure.
- VI.3.2: If $(f_n)$, $(g_n)$ are Cauchy sequences of step maps converging pointwise a.e. to $f$, $g$, then $\lim\int{f_n}$, $\lim\int{g_n}$ exist and are equal, and $||f_n - g_n||_1 \to 0$. (Thus, $\int$ is well-defined.)
- VI.3.3: If $(f_n)$ is a Cauchy sequence of step maps and converges pointwise a.e. to $f$, then the same for $|f_n|$ and $|f|$. (Thus, $||\cdot||_1$ is well-defined.)
Essentially what we haven't proved is that Cauchy+p.w. a.e convergence of step maps implies $L^1$-convergence to the limit function ... is this an obvious fact that I'm missing (i.e., easier than proving later theorems directly and invoking them)?