I read the following theorem about convolutions with $L^p$ functions in real analysis:
Let ${\phi_n \in C^\infty_c({\bf R}^d)}$ be a sequence of approximations to the identity. If ${f \in L^p({\bf R}^d)}$ for some ${1 \leq p < \infty}$, show that ${f*\phi_n}$ converges in ${L^p({\bf R}^d)}$ to ${f}$. (One can use the density of ${C_c({\bf R}^d)}$ in ${L^p({\bf R}^d)}$, and the Young’s inequality.)
Would anybody come up with a counterexample for the case $p=\infty$?
Try $d=1$, $f(x) = \sin(nx)$ on $[n\pi, (n+1)\pi]$. For any $\phi \in C_c^\infty$ supported in, say, $(-\epsilon,\epsilon)$ with $\epsilon < \pi/2$, $f \star \phi$ will be small on $(n\pi+\epsilon, (n+1)\pi - \epsilon]$ for large $n$, so $\|f - f \star \phi\|_\infty \ge 1$.