Then <math>\exists \ N</math> such that <math>n>N \Rightarrow \int_X|f_n-f|^p <\epsilon/3</math>.
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Define <math>f_0=f</math>.
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Then for <math>i=0,1,...,N \ \exists \ \delta_i>0 </math> such that <math> m(A) <\delta_i \Rightarrow \int_A|f_i|^p<\epsilon/3</math>, since <math>f_i \in L^p</math>.