Notes on constants for maxima of Rademacher averages
Probability
2026-06-29 v1 Statistics Theory
Abstract
Let be independent Rademacher variables. We prove \begin{equation*} \mathbb{E} \max_{1\leq j\leq p}\left|\frac{1}{n}\sum_{i=1}^n\epsilon_{ij}\right| \geq \min\left\{\frac{255}{256},\frac{1}{\sqrt{2\log 2}}\sqrt{\frac{\log(2p)}{n}}\right\}. \end{equation*} The equality is attained, for instance, by and We also discuss the optimality of the numerical constants.
Cite
@article{arxiv.2606.30411,
title = {Notes on constants for maxima of Rademacher averages},
author = {Woonyoung Chang},
journal= {arXiv preprint arXiv:2606.30411},
year = {2026}
}