Petrov's law of the iterated logarithm on simply connected step 3-nilpotent Lie groups

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The paper extends \textit{V. V. Petrov}'s law of the iterated logarithm for independent not identically distributed random variables [Theory Probab. Appl. 16, 701-702 (1971); translation from Teor. Veroyatn. Primen. 16, 715-718 (1971; Zbl 0266.60012)] to simply connected step 3-nilpotent Lie groups.











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