Some remarks on the Menshov-Rademacher functional (Q1360813)

The following three facts are proved concerning the Menshov-Rademacher functional \[ \Phi_n(\varphi , a) = \int_\Omega \sup_{k\leq n}\Bigl |\sum_{i=1}^ka_i\varphi_i(\omega)\Bigr|^2 d\mu (\omega), \] where \(\varphi = (\varphi_1, \ldots , \varphi_n) \) is an orthonormal system in some \(L_2(\Omega, {\mathcal A}, \mu), a=(a_1,\ldots , a_n) \) is a collection of reals with \(\sum_1^na_i^2 = 1.\) 1. The constant \(C\) in the Menshov-Rademacher inequality \(\Phi_n(\varphi , a) \leq C \log _2^2 n \) can be chosen to be \(1/4\) for sufficiently large \(n\)'s. 2. For any \(\varphi\) and \(n\in {\mathbb N}\) the following inequality holds true \[ \sigma_{n-1}[a: \Phi_n(\varphi , a) > 9 ] \leq \left(\pi\over 8\right)^{1/2}e^{-(n-2)/2(\log_2^2n +2)}, \] where \(\sigma_{n-1} \) is the uniform distribution on the unit sphere \(S^{n-1} \). 3. For any \(\varphi \) and \(a\in S^{n-1} \) there is a permutation \(\pi \) of \(\{1,\ldots , n\} \) such that for some absolute constant \(C_1\) \[ \int_\Omega\sup_{1\leq k \leq n} | \sum_{i=1}^k a_{\pi (i)}\varphi_{\pi (i)}|^2 d\mu \leq C_1 . \] The last assertion is known as the Garsia inequality. In the paper it is given a simple and elementary proof of it, and some developments of the inequality are discussed.