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We consider Khintchine type inequalities on the $p$-th moments of vectors of $N$ $k$-wise independent Rademacher random variables. We show that an analogue of Khintchine's inequality holds, with a constant $N^{1/2-k/2p}$, when $k$ is even.…

Probability · Mathematics 2017-08-30 Brendan Pass , Susanna Spektor

We compute the best constant in the Khintchine inequality under assumption that the sum of Rademacher random variables is zero.

Probability · Mathematics 2020-04-17 Orli Herscovici , Susanna Spektor

We give a strengthening of the classical Khintchine inequality between the second and the $p$-th moment for $p \ge 3$ with optimal constant by adding a deficit depending on the vector of coefficients of the Rademacher sum.

Probability · Mathematics 2025-04-15 Jacek Jakimiuk

We derive optimal dimension independent constants in the classical Khintchine inequality between the $p$th and fourth moment for $p\ge 4$. As an application we deduce stability estimates for the Khintchine inequality between the $p$th and…

Probability · Mathematics 2025-03-18 Adam Barański , Daniel Murawski , Piotr Nayar , Krzysztof Oleszkiewicz

For discrete martingale-difference sequences $d=\{d_1,\ldots,d_n\}$ we consider Khintchine type inequalities, involving certain square function $\mathfrak S (d)$ considered by Chang-Wilson-Wolff in 1982. In particular, we prove…

Probability · Mathematics 2025-12-22 Grigori A. Karagulyan

We establish several optimal moment comparison inequalities (Khinchin-type inequalities) for weighted sums of independent identically distributed symmetric discrete random variables which are uniform on sets of consecutive integers.…

Probability · Mathematics 2022-03-15 Alex Havrilla , Tomasz Tkocz

We prove a Khintchine type inequality under the assumption that the sum of Rademacher random variables equals zero. As an application we show a new tail-bound for a hypergeometric random variable.

Probability · Mathematics 2019-08-15 Susanna Spektor

We give a proof of the Khintchine inequalities in non-commutative $L_p$-spaces for all $0< p<1$. These new inequalities are valid for the Rademacher functions or Gaussian random variables, but also for more general sequences, e.g. for the…

Operator Algebras · Mathematics 2017-10-02 Gilles Pisier , Eric Ricard

A mean step in Haagerup's proof for the optimal constants in Khintchine's inequality is to show integral inequalities of type $\int(g^s-f^s)\mathrm{d}\mu\geq 0$. F.L. Nazarov and A.N. Podkorytov made Haagerup's proof much more clearer for…

Functional Analysis · Mathematics 2017-09-11 Olaf Mordhorst

In this paper we show that the subset of integers that satisfies the Khintchine inequality for $p=1$ with the optimal constant ${\sqrt{2}}$ has to be a $Z_2$ set. We further prove a similar result for a large class of discrete groups. Our…

Functional Analysis · Mathematics 2025-03-06 Chian Yeong Chuah , Zhen-Chuan Liu , Tao Mei

We show that the validity of the non-commutative Khintchine inequality for some $q$ with $1<q<2$ implies its validity (with another constant) for all $1\le p<q$. We prove this for the inequality involving the Rademacher functions, but also…

Operator Algebras · Mathematics 2014-12-23 Gilles Pisier

In this work we provide the best constants of the multiple Khintchine inequality. This allows us, among other results, to obtain the best constants of the mixed $\left( \ell_{\frac{p}{p-1}},\ell_{2}\right) $-Littlewood inequality, thus…

Functional Analysis · Mathematics 2018-07-19 Daniel Núñez-Alarcón , Diana M. Serrano-Rodríguez

Normalized free semi-circular random variables satisfy an upper Khintchine inequality in $L_\infty$. We show that this implies the corresponding upper Khintchine inequality in any noncommutative Banach function space. As applications, we…

Operator Algebras · Mathematics 2014-02-26 Sjoerd Dirksen , Éric Ricard

We prove noncommutative Khintchine inequalities for all interpolation spaces between $L_p$ and $L_2$ with $p<2$. In particular, it follows that Khintchine inequalities hold in $L_{1,\infty}$. Using a similar method, we find a new…

Operator Algebras · Mathematics 2019-11-15 Léonard Cadilhac

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

Functional Analysis · Mathematics 2018-10-11 Alexandros Eskenazis , Piotr Nayar , Tomasz Tkocz

Let S_n:=a_1\vp_1+...+a_n\vp_n, where \vp_1,...,\vp_n are independent Rademacher random variables (r.v.'s) and a_1,...,a_n are any real numbers such that a_1^2+...+a_n^2=1. Let Z be a standard normal r.v. It is proved that the best constant…

Probability · Mathematics 2008-03-14 Iosif Pinelis

We refine Khintchine Transference Principle which relates the measure of simultaneous rational approximation of an $n$ real numbers with the measure of linear independence of these $n$ numbers. Khintchine's inequalities are known to be…

Number Theory · Mathematics 2008-11-14 Y. Bugeaud , M. Laurent

We obtain new proofs with improved constants of the Khintchine-type inequality with matrix coefficients in two cases. The first case is the Pisier and Lust-Piquard noncommutative Khintchine inequality for $p=1$, where we obtain the sharp…

Operator Algebras · Mathematics 2007-06-13 Uffe Haagerup , Magdalena Musat

We compute the best constant in the Khintchine inequality for equidistributed random variables on the $N$-sphere in the Orlicz space $L_{\psi_2}$.

Functional Analysis · Mathematics 2016-03-09 Hauke Dirksen

Let E be a separable (or the dual of a separable) symmetric function space, let M be a semifinite von Neumann algebra and let E(M) be the associated noncommutative function space. Let $(\epsilon_k)_k$ be a Rademacher sequence, on some…

Operator Algebras · Mathematics 2008-04-01 Christian Le Merdy , Fedor Sukochev
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