Distributional stability for Khintchine inequalities

From papers

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

EX12=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 p3p\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

Ei=1naiXipEGp\mathbb{E}\left|\sum_{i=1}^n a_iX_i\right|^p\leq \mathbb{E}|G|^p

or

Ei=1naiXipnp/2Ei=1nXip\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.

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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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