I was going through the problems from an exam in Measure and Integration Theory and I stumbled upon a problem that stumped me. It is as follows:
Let $(X,\mu)$ be a measure space and let $p_1, p_2 \ge 1, f_n \in L^{p_1}(X)$ and $g_n \in L^{p_2}(X)$ such that $||f_n||_{p_1} \rightarrow 0$ and $||g_n||_{p_2}\rightarrow 0$. Show that $f_n g_n$ converges to $0$ almost everywhere (with respect to $\mu$). Does the statement remain true if, instead of $f_n$ converging in the $L^{p_1}$ norm and $f_n \in L^{p_1}(X)$ we have the condition that $f_n$ converges almost everywhere?
I tried applying Hölder's inequality with various coefficients but to no avail and I'm not sure what else I could try. Am I being really dumb and missing something?