> Suppose $X$ is a locally compact Hausdorff space. Suppose I have two countable families $f_n, g_n \in L^2(X, \mu)$, which are uniformly strongly bounded, i.e.:
$$\sup_{n} |f_n|_{L^2(X, \mu)} \leq 1\\
\sup_{n} |g_n|_{L^2(X, \mu)} \leq 1$$Prove then that there are subsequences $f_{n_k}, g_{n_k}$ which are weakly convergent such that for some regular Borel measure $\nu$ and for a function $\sigma: X \to \{\pm1\}$ which assigns a sign to each element of $X$, it holds that $f_{n_k} g_{n_k} d\mu$ converges to $\sigma \, d\nu$ in the vague topology on $M(X)$.