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Siegmund} [Ann. Math. Stat. 39, 1493--1497 (1968; Zbl 0279.62020)]. The central limit theorem and the law of iterated logarithm were extended by \\textit{W. Vervaat} to functional limit theorems [Z. Warscheinlichkeitstheorie Verw. Geb. 23, 245--253 (1972; Zbl 0238.60018)]. The central limit theorem for the maximum of partial sums with positive means was established by \\textit{H. Teicher} [Ann. Probab. 1, 702--704 (1973; Zbl 0262.60013)], and the law of iterated logarithm is due to \\textit{Y. S. Chow} and \\textit{A. C. Hsiung} [Bull. Inst. Math. Acad. Sin. 4, 35--44 (1976; Zbl 0368.60063)]. Similar results were obtained by \\textit{Y. S. Chow, A. C. Hsiung} and \\textit{K. F. Yu} to partial sums which can be observed only with errors [ibid. 8, 141--172 (1980; Zbl 0441.60075)]. \\textit{I. Berkes} and \\textit{L. 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