On the best constant in Marcinkiewicz-Zygmund inequality (Q5952088): Difference between revisions

Let \((X_n)_{n\geq 1}\) be a sequence of independent random variables with zero mean, and \(E|X_n|^p <\infty\). Let \(C(p)\) be the best constant in the following Marcinkiewicz-Zygmund inequality: \[ E\left|\sum^n_{k=1} X_k\right |^p\leq C(p)\cdot n^{p/2-1} \cdot\sum^n_{k=1} E|X_k|^p, \quad p\geq 2.\tag{MZ} \] The main theorem of the paper proves that: (a) \([C(p)]^{1/p}\) has the same growth rate as \(\sqrt p\), when \(p\to \infty\); and gives (b) an upper bound estimate for \(C(p)\) by the inequality \(C(p)\leq (2\sqrt 2)^p \cdot p^{p/2}\).