English

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 pp-th moments of vectors of NN 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 NN; in fact, we prove that the best constant one can hope for is at least N1/21/pN^{1/2-1/p}. Furthermore, we show that this estimate is sharp for exchangeable vectors when p=4p = 4. As a fortunate consequence of our work, we obtain similar results for 33-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}
}