On Khinchine type inequalities for pairwise independent Rademacher random variables
Functional Analysis
2014-12-30 v1 Probability
Abstract
We consider Khintchine type inequalities on the -th moments of vectors of pairwise independent Rademacher random variables. We establish that an analogue of Khintchine's inequality cannot hold in this setting with a constant that is independent of ; in fact, we prove that the best constant one can hope for is at least . Furthermore, we show that this estimate is sharp for exchangeable vectors when . As a fortunate consequence of our work, we obtain similar results for -wise independent vectors.
Keywords
Cite
@article{arxiv.1412.7859,
title = {On Khinchine type inequalities for pairwise independent Rademacher random variables},
author = {Brendan Pass and Susanna Spektor},
journal= {arXiv preprint arXiv:1412.7859},
year = {2014}
}