Is it true that if for all $n \in \mathbb{N}$ : $\int_I \left| f_n(x) \right| \,\mathrm{d}x < M$, where $M \in \mathbb{R}$, then there exists an integrable function $g$ (in the Riemann sens) such that for all : $n$ : $\left| f_n(x) \right| \leq g(x)$ ?
I think there is a link with the dominated convergence theorem, but I am unable to find a counterexample.
Thank you.
Hint:
Think about a series of step functions that have shrinking width and increasing height.