Let (nk)k≧1 be a lacunary sequence of positive integers, i.e. a sequence satisfying nk+1/nk > q > 1, k ≧ 1, and let f be a “nice” 1-periodic function with ∝01f(x) dx = 0. Then the probabilistic behavior of the system (f(nkx))k≧1 is very similar to the behavior of sequences of i.i.d. random variables. For example, Erdős and Gál proved in 1955 the following law of the iterated logarithm (LIL) for f(x) = cos 2πx and lacunary