First of all, you need an array, not a pointer.
static const char * const days[] = {"mon", "tue", "wed", "thur",
"fri", "sat", "sun"};
Second of all, you can't initialize that directly inside the class definition. Inside the class definition, leave only this:
static const char * const days[]; //declaration
Then, in the .cpp file, write the definition
const char * const Week::days[] = {"mon", "tue", "wed", "thur",
"fri", "sat", "sun"};
Update for C++11
Now you can initialize members directly in the class definition:
const char * const days[] = {"mon", "tue", "wed", "thur",
"fri", "sat", "sun"};
Your question sort of has two parts. What does the standard say? And why is it so?
For a static member of type const std::string, it is required to be defined outside the class specifier and have one definition in one of the translation units. This is part of the One Definition Rule, and is specified in clause 3 of the C++ standard.
But why?
The problem is that an object with static storage duration needs unique static storage in the final program image, so it needs to be linked from one particular translation unit. The class specifier doesn't have a home in one translation unit, it just defines the type (which is required to be identically defined in all translation units where it is used).
The reason a constant integral doesn't need storage, is that it is used by the compiler as a constant expression and inlined at point of use. It never makes it to the program image.
However a complex type, like a std::string, with static storage duration need storage, even if they are const. This is because they may need to be dynamically initialized (have their constructor called before the entry to main).
You could argue that the compiler should store information about objects with static storage duration in each translation unit where they are used, and then the linker should merge these definitions at link-time into one object in the program image. My guess for why this isn't done, is that it would require too much intelligence from the linker.
Best Answer
You simply cannot catch an exception generated by the string's constructor - say,
std::bad_alloc.(opinion) That being said, for such small strings I find this kind of consideration to be paranoid.