The law of the iterated logarithm (LIL) first arose in the work of Khintchine [5] who sought to obtain the exact rate of convergence in Borel’s theorem on normal numbers. This result was generalized by Kolmogorov [6] to sums of independent random variables. Recall that an increasing sequence of positive numbers {nk} is said to satisfy the Hadamard gap condition if there exists a q > 1 such that...
