On Khintchine type inequalities for \(k\)-wise independent Rademacher random variables (Q1686361)

Let \(k\geq 1\). The sequence of \(N\) Rademacher random variables \(r_1,\dots,r_N\) is called \(k\)-wise independent if, for every subset \(\sigma \subset \{1,\dots, N\}\) of cardinality \(|\sigma| =k\), the sequence \(\{r_i\}_{i\in\sigma}\) is mutually independent. The Khinchin inequality states that, for every \(p\geq 2\), there exists a constant \(B(p)\), depending only on \(p\) such that for \(N\) mutually independent Rademacher random variables \(r_i\), \(i\leq N\), for every \(a\in \mathbb{R}^N\), one has \[ \left(\mathbb{E}\;\left|\sum _{i=1}^N a_i r_i\right|^p\right)^{1/p} \leq B(p) \left(\mathbb{E}\;\left|\sum _{i=1}^N a_i r_i\right|^2\right)^{1/2} = B(p) \left( \sum _{i=1}^N a_i^2 \right)^{1/2} . \] The authors of the present paper study the best possible constant \(C(N, p, k)\) such that for \(k\)-wise independent Rademacher random variables \(r_1,\dots,r_N\) for every \(a\in\mathbb{R}^N\), \[ \left(\mathbb{E}\;\left|\sum _{i=1}^N a_i r_i\right|^p\right)^{1/p} \leq C(N, p, k) \left(\mathbb{E}\;\left|\sum _{i=1}^N a_i r_i\right|^2\right)^{1/2}= C(N, p, k) \left( \sum _{i=1}^N a_i^2 \right)^{1/2}. \] They prove that, if \(k\) is even and \(p\geq k\geq 2\), then \[ C(N, p, k)\leq B(k)^{k/p} N^{1/2-k/(2p)}. \] Moreover, \(C(N, p, 2)=C(N, p, 3)=N^{1/2-1/p}\). The authors also characterize the equality case for \(C(N, p, 2)\).