Abstract
We prove a new version of the Khinchine—Kahane inequality in which Bernoulli random variables no longer need to be symmetric. The constant in the inequality is optimal up to some universal factor. The proof uses hypercontractive methods and the optimal hypercontractivity constant for a mean-zero Bernoulli random variable is found. A simple observation generalizing Pisier’s Rademacher projection norm estimate is added.
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Oleszkiewicz, K. (2003). On a Nonsymmetric Version of the Khinchine-Kahane Inequality. In: Giné, E., Houdré, C., Nualart, D. (eds) Stochastic Inequalities and Applications. Progress in Probability, vol 56. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8069-5_11
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DOI: https://doi.org/10.1007/978-3-0348-8069-5_11
Publisher Name: Birkhäuser, Basel
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