On the central limit theorem along subsequences of sums of i.i.d. random variables (Q465632)

Let \(X,X_{1},X_{2},\dots{}\) denote i.i.d.\ random variables with mean \(\operatorname{E}X=0\) and partial sums \(S_{n}=X_{1}+\dots{}+X_{n}\). Suppose that \(X\) is in the domain of attraction of the normal distribution, i.e., there exists a sequence \(\lambda (n)\) such that (i) \(S_{n}/\sqrt{n\lambda (n)}\Longrightarrow Z\thicksim N(0,1)\) as \(n\rightarrow \infty \). If (i) holds, then (ii) \(S_{n(k)}/\sqrt{ n(k)\lambda (n(k))}\Longrightarrow Z\) for any subsequence \(n(k)\rightarrow \infty \). In this paper, the authors investigate the implication (ii) \( \Longrightarrow \) (i) and prove that, if \(\lambda (n)\rightarrow \infty \), this implication is false. In the same spirit, the authors study the Marcinkiewicz-Zygmund weak law of large numbers and they prove that \( S_{n(k)}/n^{1/p}(k)\rightarrow 0\) does not imply that \(S_{n}/n^{1/p} \rightarrow 0\).