Let $f_n$ $\in$ $L_p(X,\chi,\mu)$, $1 \leq p <+\infty$ and let $\beta_n$ be defined for $E \in \chi$ by $$\beta_n(E) = \left(\int_{E} |f_n|^p d\mu\right)^{1/p}$$ and suposse that $(f_n)$ is a Cauchy sequence in $L_p$. If $\epsilon >0$, then exists a $\delta(\epsilon)>0$ such that if $E \in \chi$ and $\mu(E)<\delta(\epsilon)$, then $\beta_n(E)<\epsilon$ for all $n \in \mathbb{N}$.
I'm trying to solve the problem above, I already know that the limit of $\beta_n(E)$ exists for every $E \in \chi$ since $(f_n)$ is a Cauchy sequence. My attempt to solve the problem is to define the set $$B=\{ E \in \chi ; \beta_n(E)<\epsilon \,\,\,\forall n \in \mathbb{N}\,\,\, and\,\,\, \mu(E)<+\infty \}.$$ The set $B$ is clearly not empty and if $\mu(E) = 0$ for all $E \in B$ the proposition is proved in that case. The other case consists of the existence of one $M \in B$ such that $0<\mu(M)$, here is the part that I'm stuck and don't know how to proceed to prove the existence of such $\delta$. Every hint in how to use the hypothesis that $(f_n)$ is a Cauchy sequence to solve the second case will be much appreciated, thank you.