A note on Sidon sets in bounded orthonormal systems

Abstract: We give a simple example of an

n

-tuple of orthonormal elements in

L_{2}

(actually martingale differences) bounded by a fixed constant, and hence subgaussian with a fixed constant but that are Sidon only with constant

a p p r o x s q r t n

. This is optimal. The first example of this kind was given by Bourgain and Lewko, but with constant

a p p r o x s q r t l o g n

. We also include the analogous

n i m e s n

-matrix valued example, for which the optimal constant is

a p p r o x n

. We deduce from our example that there are two

n

-tuples each Sidon with constant 1, lying in orthogonal linear subspaces and such that their union is Sidon only with constant

a p p r o x s q r t n

. This is again asymptotically optimal. We show that any martingale difference sequence with values in

[- 1, 1]

is "dominated" in a natural sense (related to our results) by any sequence of independent, identically distributed, symmetric

- 1, 1

-valued variables (e.g. the Rademacher functions). We include a self-contained proof that any sequence

(v a r p h i_{n})

that is the union of two Sidon sequences lying in orthogonal subspaces is such that

(v a r p h i_{n} o t i m e s v a r p h i_{n} o t i m e s v a r p h i_{n} o t i m e s v a r p h i_{n})

is Sidon.

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