Let $f_n=\frac{\sin(nx)}{n}e^{-x}$. My first guess was to try using Monotone Convergence Theorem but we see that $f_n$ is not monotone increasing. Note that $\lim_{n\rightarrow\infty}f_n=0$ since $\lim_{n\rightarrow\infty}\frac{\sin(n)}n=0$.
I would like to try using Dominated Convergence Thm: Let $g\in L^1(\mathbb{R^n,R})$, $g(x)=e^{-x}$. Then $|f_n|≤g$ a.e. We know $g$ is integrable, in fact $\int^\infty_0e^{-x}=1$. Then by DCT $\lim_{n\rightarrow\infty}\int f_n=\int0=0$
Is it correct? I'm not 100% convinced..
Without a convergence theorem:
$| \int_0^n f_n(x) dx| \le \frac{1}{n}\int_0^n e^{-x}dx=\frac{1}{n}(1-\frac{1}{e^n}) \to 0.$