(Jones, p. 246) Let $1 \leq p <\infty$ and $f \in L^p(\mathbb{R})$. Prove $\lim_{x \to \infty} \int_x^{x+1} f(t) dt = 0$.
This seems pretty easy to prove in the following way:
Let $g_j$ be a continuous function of compact support that approximates so that $\| g_j - f \|_{L^1} < 1/2^j$. Then, since the supp(g) is finite, for all $\epsilon$, there exists an $x$ large enough that $\int_x^{x+1} g(t) dt < \epsilon$. Since $g$ approximates $f$ in the L1-norm, we have that $\int_x^{x+1} f(t) dt < 1/2^j + \epsilon \to 0$ as $r,j \to \infty$.
Is this a good approach?
Since $f\in L^p$, $$ C:= \int_{\mathbb{R}} |f|^p <\infty$$ By Holder, $$ \int_{[c,c+1]} |f| \leq \bigg( \int_{[c,c+1]} |f|^p \bigg)^\frac{1}{p} $$
Hence $$b_K:=\sum_{n=0}^K a_n \leq C,\ a_n:= \bigg(\int_{[n,n+1]} |f| \bigg)^p $$ for any $K$. Hence $\{b_K\}$ is a bounded increasing sequence. Hence it converges so that $a_{K+1}=b_{K+1}-b_K\rightarrow 0$.