I'm preparing for my Functional Analysis final by solving old exam exercises. I'm working on a two-part exercise, where I think I have a solution for the first part, but am unable to do the second.
Consider the Banach space $(L^1(0,1), \|\cdot\|_1)$. For $g:(0,1) \to \Bbb{R}$, define $$S_g = \{f \in L^1(0,1) \mid |f(x)| \leq |g(x)| \text{ for a.e. }x \in (0,1)\} $$ 1) Prove that, for every $g \in L^1(0,1)$, $S_g$ is weakly closed in $L^1(0,1)$.
Consider now the space of locally integrable functions $$L^1_{loc}(0,1) = \{g :(0,1) \to \Bbb{R} \text{ measurable}, \forall K \subset (0,1) \text{ compact, } \|g\vert_K\|_1 < \infty\}.$$ 2) Let $g \in L^1_{loc}(0,1)$ and prove that if $S_g$ is weakly compact, then $g \in L^1(0,1)$. (You can use that $S_g$ is weakly closed also if $g \in L^1_{loc}$.)
My attempt at 1) Let $(f_n)_{n\geq 1}$ be a sequence in $S_g$ such that $f_n \to f$ strongly in $L^1$. Then, we know that there exists a subsequence $f_{n_k}$ such that $f_{n_k} \to f$ pointwise almost everywhere. Thus, taking the limit as $k \to \infty$ in $$ |f_{n_k}(x)| \leq |g(x)| \text{ a.e.}$$ gives $|f(x)| \leq |g(x)|$ a.e., so that $f \in S_g$ which is therefore strongly closed. We can verify that $S_g$ is also convex, so using the fact that a convex subset of a Banach space is closed if and only if it is weakly closed we deduce that $S_g$ is weakly closed as well.
Is my reasoning correct?
As for 2), my idea was to find some sequence $(g_n)_{n \geq 1}$ in $S_g$ that converges weakly (along a subsequence) to $g$, then use the fact that $S_g$ is weakly closed to deduce that $g \in S_g \subseteq L^1(0,1).$ I tried to work with the compact sets $K_n = [\frac{1}{n}, 1-\frac{1}{n}]$ (for $n$ large enough), and consider $g_n = \chi_{K_n}g$. Then, $g_n \to g$ pointwise. The problem is, that i don't see why this sequence should be bounded, which would allow me to extract a subsequence by weak compactness. Am I onto something, or should I use a different strategy? Any hint is appreciated. Note that we did not cover anything about locally integrable functions in my course (and they apparently did last year...) so it is possible that I'm missing some classical useful fact here.