Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities Academic Article uri icon

abstract

  • The best constant and the extreme cases in an inequality of H.P. Rosenthal, relating the p moment of a sum of independent symmetric random variables to that of the p and 2 moments of the individual variables, are computed in the range 2 < p ≤ 4. This complements the work of Utev who has done the same for p > 4. The qualitative nature of the extreme cases turns out to be different for p < 4 than for p > 4. The method developed yields results in some more general and other related moment inequalities. ©1997 American Mathematical Society.

author list (cited authors)

  • Figiel, T., Hitczenko, P., Johnson, W. B., Schechtman, G., & Zinn, J.

citation count

  • 30

complete list of authors

  • Figiel, T||Hitczenko, P||Johnson, W||Schechtman, G||Zinn, J

publication date

  • January 1997