Precise moment and tail estimates for Rademacher series in terms of weak parameters

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• Krzysztof Oleszkiewicz, Faculty of Mathematics, Informatics, and Mechanics, University of Warsaw
• Wednesday 25 June 2014, 11:00-11:30
• Centre for Mathematical Sciences, Meeting Room 2.

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We establish a new deviation inequality for Rademacher sums and use it to obtain tight moment and tail bounds for Rademacher series in terms of weak parameters. In particular, we prove an asymptotic equality of the optimal constants in the Khinchine in Khinchine-Kahane inequalities.

This talk is part of the Probability Theory and Statistics in High and Infinite Dimensions series.

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