TITLE: Why is $L^{1} \cap L^{\infty}$ dense is in $L^{p}$?
QUESTION [9 upvotes]: It is mentioned that using the interpolation inequality
$$\Vert f \Vert_{p} \leq \Vert f \Vert^{1/p}_{1} \Vert f \Vert_{\infty}^{1-1/p}$$
one can deduce that the space $L^{1} \cap L^{\infty}$ is dense in $L^{p}$. Does anybody knows the trick behind this? Thanks !

REPLY [14 votes]: Let $f\in L^p(X)$, where $X$ is a measure space, and set
$$
f_n(x)=\left\{\begin{array}{lll}
f(x) & \text{if} & \frac{1}{n}\le |f(x)|\le n, \\
0 & \text{if} & |f(x)|> n \,\,\text{or}\,\,|f(x)|<\frac{1}{n}.
\end{array}
\right.
$$
Clearly $f_n\in L^\infty(X)$ and $\|f_n-f\|_p\to 0$. The last is a consequence of Lebesgue Dominated Convergence Theorem, as $f_n(x)\to f(x)$, for every $x\in X$ and $|f_n(x)|\le |f(x)|$.
Also, the fact that $|f_n(x)|\ge \frac{1}{n}$, implies that  $|f_n(x)|^{p-1}\ge \frac{1}{n^{p-1}}$ and altogether 
$|f_n(x)|^{p}\ge \frac{1}{n^{p-1}}|f_n(x)|$. Thus
$$
\int_X |f_n| \le n^{p-1}\int_X |f_n|^p.
$$
So arbitrarily close to $f\in L^p(X)$, in the $L^p$-norm, we can find an $f_n\in L^1\cap L^\infty$.
Note. This is true for ANY measure space $X$.