Probability mass of Rademacher sums beyond one standard deviation

Abstract: Let

a_{1}, d o t s, a_{n} i n m a t h b b R

satisfy

s u m_{i} a_{i}^{2} = 1

, and let

v a r e p s i l o n_{1}, l d o t s, v a r e p s i l o n_{n}

be uniformly random

p m 1

signs and

X = s u m_{i = 1}^{n} a_{i} v a r e p s i l o n_{i}

. It is conjectured that

X = s u m_{i = 1}^{n} a_{i} v a r e p s i l o n_{i}

has

P r [X g e q 1] g e q 7 / 64

. The best lower bound so far is

1 / 20

, due to Oleszkiewicz. In this paper we improve this to

P r [X g e q 1] g e q 6 / 64

.

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