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 p moment of a sum of independent symmetric random variables to that of the p p and 2 2 moments of the individual variables, are computed in the range 2 > p 4 2>ple 4 . This complements the work of Utev who has done the same for p > 4 p>4 . The qualitative nature of the extreme cases turns out to be different for p > 4 p>4 than for p > 4 p>4 . The method developed yields results in some more general and other related moment inequalities.

published proceedings

  • Transactions of the American Mathematical Society

author list (cited authors)

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

citation count

  • 33

complete list of authors

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

publication date

  • March 1997