In Stein and Shakarski, they say "For instance, as we have already indicated, the subspace of Riemann integrable functions in $L^2([-\pi,\pi])$ is not closed."
Can anybody give me an example of such a sequence?
In Stein and Shakarski, they say "For instance, as we have already indicated, the subspace of Riemann integrable functions in $L^2([-\pi,\pi])$ is not closed."
Can anybody give me an example of such a sequence?
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I am going to transform my comments into an answer.
Let $C_n$ be the closed set that we have at the $n$-th step of the construction of a fat Cantor set $C$ in $[-\pi,\pi]$ and let $f_n=\chi_{C_n}$. $f_n$ is Riemann-integrable and square-integrable and $f_n\to \chi_C$ in $L^2$. However, $\chi_C$ is not Riemann-integrable due to the Lebesgue criterion for Riemann integrability: the set of discontinuities of $\chi_C$ has positive measure.