I'm currently studying Functional Analysis and the professor gave an example for a TVS (which we have defined to be a vector-space $X$ in which addition $X \times X \rightarrow X, (x, y) \mapsto x + y$ and scalar-multiplication $\mathbf{R} \times X \rightarrow X, (\lambda, x) \mapsto \lambda x$ are continuous), which is not locally convex. The example was the following:
Let $L^0([0, 1])$ denote the set of measurable functions $f : [0, 1] \rightarrow \mathbf{R}$ modulo equivalence almost-everywhere for some measure $\mu$. We make this a metric-space by defining:
$$d(f, g) = \int \frac{\vert f - g \vert}{1 + \vert f - g \vert} d \mu$$
and the then claimed that this is a TVS with the topology induced by $d$. I wanted to check this, and addition is not too big an issue, but I got stuck on scalar-multiplication. I'd appreciate some help on this.
He went on explaining that convergence in $d$ of a sequence $(f_n)_{n \in \mathbf{N}}$ is convergence in measure.
The exercise he gave us then (and which would be my question) was: Any non-empty open convex set $A$ in $L^0([0, 1])$ is equal to the whole space.
I have very little idea on how to do this. My idea would have been to pick an element $g \notin A$ and then choosing a sequence $(g_n)_{n \in \mathbf{N}} \subset X - A$ converging to $g$. This may give me some contradiction, but I really do not see how to use the convexity of $A$.
Thanks for any help!