English

Notes on constants for maxima of Rademacher averages

Probability 2026-06-29 v1 Statistics Theory

Abstract

Let ϵij,i,j1\epsilon_{ij}, i,j\geq 1 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 (n,p)=(2,1)(n,p)=(2,1) and (n,p)=(2,8).(n,p)=(2,8). We also discuss the optimality of the numerical constants.

Keywords

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}
}