Abstract: | A sequence of random variables {Xn} is said to be a sequence of m -orthogonal random variables if E Xn2< for any n and E(XkXj) for k–j>m. Here m is a nonnegative integer. One proves a theorem on the law of the iterated logarithm for a sequence ofm-orthogonal random variables.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 119, pp. 198–202, 1982. |