Precise moment and tail bounds for Rademacher sums in terms of weak parameters |
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| Authors: | Krzysztof Oleszkiewicz |
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| Institution: | 1. Institute of Mathematics, University of Warsaw, Banacha 2, 02-097, Warszawa, Poland
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| Abstract: | A precise deviation inequality in terms of weak moments is proved for Rademacher sums. It yields an asymptotic equality of the optimal constants in the Khinchin and Khinchin-Kahane inequalities. Tail bounds of similar nature and estimates for linear combinations of Steinhaus random variables are also discussed. |
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