Optimal fourth-moment deficit in Khintchine's inequality

From papers

Let GG be a standard Gaussian random variable, let ε1,,εn\varepsilon_1,\ldots,\varepsilon_n be independent Rademacher variables, and let S=i=1naiεiS=\sum_{i=1}^n a_i\varepsilon_i satisfy

i=1nai2=1.\sum_{i=1}^n a_i^2=1.

Optimal fourth-moment deficit conjecture. For every p3p\geq 3,

ESpEGp(EGp1)i=1nai4.\mathbb{E}|S|^p\leq \mathbb{E}|G|^p-\left(\mathbb{E}|G|^p-1\right)\sum_{i=1}^n a_i^4.

The proposed constant agrees with the deficit suggested by the paper's comparison results and is known for even integer pp; the authors leave the extension to arbitrary real p3p\geq 3 open.

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Sources & referencesView supporting material

Primary source

Jacek Jakimiuk, “Stability of Khintchine inequalities with optimal constants between the second and the p-th moment for p 3”, arXiv:2503.07001 (2025).

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