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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 consider Khintchine type inequalities on the $p$-th moments of vectors of $N$ pairwise independent Rademacher random variables. We establish that an analogue of Khintchine's inequality cannot hold in this setting with a constant that is…

Functional Analysis · Mathematics 2014-12-30 Brendan Pass , Susanna Spektor

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

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

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 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

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

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 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

In this paper we obtain the optimal constants of some classical inequalities, such as the multiple Khinchine inequality for Steinhaus variables and the mixed Littlewood inequality for complex scalars.

Functional Analysis · Mathematics 2019-12-24 Wasthenny Cavalcante , Daniel Núñez-Alarcón , Daniel Pellegrino , Pilar Rueda

We derive the exponential as well as power decreasing tail estimations for normed sums of centered independent identical distributed (or not) random variables on the Khintchine's form. We consider arbitrary, in particular, non-Rademacher's…

Probability · Mathematics 2021-10-06 M. R. Formica , E. Ostrovsky , L. Sirota

We improve constants in the Rademacher-Menchov inequality.

Probability · Mathematics 2007-05-23 Witold Bednorz

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 give a simple inequality for the sum of independent bounded random variables. This inequality improves on the celebrated result of Hoeffding in a special case. It is optimal in the limit where the sum tends to a Poisson random variable.

Probability · Mathematics 2012-10-25 Christopher R. Dance

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

Given a multi-variant polynomial inequality with a parameter, how to find the best possible value of this parameter that satisfies the inequality? For instance, find the greatest number $k$ that satisfies $ a^3+b^3+c^3+…

Symbolic Computation · Computer Science 2016-03-07 Lu Yang , Ju Zhang

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

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 sharpen the moment comparison inequalities with sharp constants for sums of random vectors uniform on Euclidean spheres, providing a deficit term (optimal in high dimensions).

Probability · Mathematics 2026-03-05 Jacek Jakimiuk , Colin Tang , Tomasz Tkocz
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