Related papers: Toward the best constant factor for the Rademacher…

Let $\varepsilon_1,\ldots,\varepsilon_n$ be independent identically distributed Rademacher random variables, that is $\mathbb{P}\{\varepsilon_i=\pm1\}=1/2$. Let $S_n=a_1\varepsilon_1+\cdots+a_n\varepsilon_n$, where…

We determine the optimal constants in the classical inequalities relating the sub-Gaussian norm \(\|X\|_{\psi_2}\) and the sub-Gaussian parameter \(\sigma_X\) for centered real-valued random variables. We show that \(\sqrt{3/8} \cdot…

It is shown that \begin{equation*} \mathsf{P}(\|a_1U_1+\dots+a_nU_n\|>u)\le c\,\mathsf{P}(a\|Z_d\|>u) \end{equation*} for all real $u$, where $U_1,\dots,U_n$ are independent random vectors uniformly distributed on the unit sphere in…

Let $X$ be a random variable distributed according to the binomial distribution with parameters $n$ and $p$. It is shown that $P(X>EX)\ge1/4$ if $1>p\ge c/n$, where $c:=\ln(4/3)$, the best possible constant factor.

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

We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let…

Let $X$ be an integrable real random variable with mean zero and two-sided sub-Gaussian tail $\mathbb{P}(|X|>t)\le 2e^{-t^{2}/2}$ for all $t\ge 0$. We determine the smallest constant $c_\star$ such that $X$ is dominated in convex order by…

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+…

We discuss the value of the best constant in Gaffney inequality namely $$ \lVert \nabla \omega \rVert_{L^{2}}^{2}\leq C\left( \lVert d\omega\rVert_{L^{2}}^{2}+\lVert \delta\omega\rVert_{L^{2}% }^{2}+\lVert \omega\rVert_{L^{2}}^{2}\right) $$…

Let $\eta_{1},\eta_2,...$ be independent (not necessarily identically distributed) zero-mean random variables (r.v.'s) such that $|\eta_i|\le1$ almost surely for all $i$, and let $Z$ stand for a standard normal r.v. Let $a_1,a_2,...$ be any…

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…

Let $A_{p,r}^m(n)$ be the best constant that fulfills the following inequality: for every $m$-homogeneous polynomial $P(z) = \sum_{|\alpha|=m} a_{\alpha} z^{\alpha}$ in $n$ complex variables, $$\big( \sum_{|\alpha|=m} |a_{\alpha}|^{r}…

Let X be the random variable that counts the number of triangles in the random graph G(n,p). We show that for some absolute constant c, the probability that X deviates from its expectation by at least \lambda \var(X)^{1/2} is at most…

Consider a sum $S_n=v_i\varepsilon_1+\cdots+v_n\varepsilon_{n}$, where $(v_i)^{n}_{i=1}$ are non-zero vectors in $\mathbb{R}^{d}$ and $(\varepsilon_i)^{n}_{i=1}$ are independent Rademacher random variables (i.e.,…

Due to the effort of a number of authors, the value c_u of the absolute constant factor in the uniform Berry--Esseen (BE) bound for sums of independent random variables has been gradually reduced to 0.4748 in the iid case and 0.5600 in the…

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.

Andreas Maurer in the paper "A vector-contraction inequality for Rademacher complexities" extended the contraction inequality for Rademacher averages to Lipschitz functions with vector-valued domains; He did it replacing the Rademacher…

An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…

Let $G_1,\dots,G_m$ be independent copies of the standard gaussian random vector in $\mathbb{R}^d$. We show that there is an absolute constant $c$ such that for any $A \subset S^{d-1}$, with probability at least $1-2\exp(-c\Delta m)$, for…

For a fixed unit vector a=(a_1,a_2,...,a_n) in S^{n-1}, i.e. sum_{i=1}^n a_i^2=1, we consider the 2^n sign vectors epsilon=(epsilon_1,epsilon_2,...,epsilon_n) in {-1,1}^n and the corresponding scalar products a.epsilon=sum_{i=1}^n a_i…