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Nov 23, 2023 at 9:58 vote accept allsisyphus
Nov 16, 2023 at 14:23 comment added Iosif Pinelis @allsisyphus : You are welcome! I have now added to the answer a response to your comment. Briefly, no better factors can be obtained even for reasonable small classes of r.v.'s.
Nov 16, 2023 at 14:20 history edited Iosif Pinelis CC BY-SA 4.0
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Nov 16, 2023 at 14:01 comment added Iosif Pinelis @LSpice : Thank you for your edits. They were probably removed accidentally, as I edited in an offline editor a version of the answer preceding your edits.
Nov 16, 2023 at 8:52 comment added allsisyphus Thank you very much! If I well understood such constants are the best ones in the sense that for each bound it is possible to provide (independent and zero-mean) variables that saturate that bound, am I right? If so, is there any know families of r.v. where such best constant are known to be different from that of the larger class?
Nov 16, 2023 at 8:12 comment added Giorgio Metafune Thank you very much, now it is clear to me.
Nov 16, 2023 at 3:13 comment added LSpice I guess I can understand preferring \ldots to \dotsc, and I apologise for an unwelcome edit, but why remove the name of the Haagerup paper ("The best constants in the Khintchine inequality")?
Nov 16, 2023 at 2:12 comment added Iosif Pinelis @GiorgioMetafune : I have added details on the conditioning. Please let me know if more details are needed.
Nov 16, 2023 at 2:10 history edited Iosif Pinelis CC BY-SA 4.0
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Nov 15, 2023 at 22:42 comment added Giorgio Metafune However, could you explain in more detail how to reduce the symmetric case to the Rademacher functions?
Nov 15, 2023 at 22:04 comment added Giorgio Metafune I see why: $|x+y|^p-|x|^p \geq p|x|^{p-2} xy$ which follows from the convexity of $|x|^p$.
Nov 15, 2023 at 21:46 comment added Giorgio Metafune Why $E|S_X|^p \leq E|S_X-S_{X'}|^p$ and similar?
Nov 15, 2023 at 18:15 history edited LSpice CC BY-SA 4.0
Title of Haagerup paper
Nov 15, 2023 at 18:11 history edited Iosif Pinelis CC BY-SA 4.0
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Nov 15, 2023 at 18:04 history edited Iosif Pinelis CC BY-SA 4.0
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Nov 15, 2023 at 17:49 history answered Iosif Pinelis CC BY-SA 4.0