Let $f:\mathbb{R}^n\to\mathbb{R}$ be an integrable function. Then for every $\epsilon>0$, there exists a compact set $K$ depending on $\epsilon$ such that $$ \int_{\mathbb{R}^n\setminus K}|f|<\epsilon. $$ I am curious to know if the above compact set $K$ can be chosen arbitrarily small.
Can someone please explain in detail? Thank you.