On the convergence of generalized moments in almost sure central limit theorem (Q1305221)

Let \(\{\zeta_k\}\) be the normalized sums corresponding to a sequence of i.i.d. r.v.s, \[ Q_n=(1/\log n)\sum_{k=3D1}^n(1/k)\delta_{\zeta_k} \] be the random measures considered in the almost sure central limit theorem, and \(\Phi\) be the normal distribution. The authors show that for each continuous function \(h\) satisfying \(\int hd\Phi<\infty\) and a mild regularity assumption, one has \(\int hdQ_n\to\int hd\Phi\) a.s. The authors proved previously a weaker and much easier result [to appear in Teor. Veroyatn. Primen.] and hope that the result under review is now a final word in the problem. They show by a simple example that the regularity assumption is indispensible.