On Khinchine type inequalities for pairwise independent Rademacher random variables

preprint2014arXivOpen access

Abstract

We consider Khintchine type inequalities on the pp-th moments of vectors of NN pairwise independent Rademacher random variables. We establish that an analogue of Khintchine's inequality cannot hold in this setting with a constant that is independent of NN; in fact, we prove that the best constant one can hope for is at least N1/2−1/pN^{1/2-1/p}. Furthermore, we show that this estimate is sharp for exchangeable vectors when p=4p = 4. As a fortunate consequence of our work, we obtain similar results for 33-wise independent vectors.

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