Distributional stability for Khintchine inequalities

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Let GG be a standard Gaussian random variable, let X1,…,XnX_1,\ldots,X_n be independent identically distributed symmetric random variables with

E∣X1∣2=1,\mathbb{E}|X_1|^2=1,

and let a1,…,ana_1,\ldots,a_n satisfy the normalization intended in the conjecture. Distributional stability conjecture. For p≥3p\geq 3, when the variables XiX_i are sufficiently close in some sense to the Rademacher distribution, one expects, possibly under additional assumptions, that either

E∣∑i=1naiXi∣p≤E∣G∣p\mathbb{E}\left|\sum_{i=1}^n a_iX_i\right|^p\leq \mathbb{E}|G|^p

or

E∣∑i=1naiXi∣p≤n−p/2E∣∑i=1nXi∣p\mathbb{E}\left|\sum_{i=1}^n a_iX_i\right|^p\leq n^{-p/2}\mathbb{E}\left|\sum_{i=1}^n X_i\right|^p

holds. The formulation is explicitly tentative: the meaning of closeness and the coefficient assumptions are not specified, and the authors describe the question as largely open.

References

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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