Linear combinations of Rademacher random variables

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Publication:6284630

arXiv1703.07251MaRDI QIDQ6284630FDOQ6284630


Authors: Harrie Hendriks, Martien C. A. van Zuijlen Edit this on Wikidata


Publication date: 21 March 2017

Abstract: For a fixed unit vector a=(a1,a2,ldots,an)inSn1, we consider the 2n sign vectors varepsilon=(varepsilon1,varepsilon2,ldots,varepsilonn)in+1,1n and the corresponding scalar products varepsiloncdota=sumi=1nvarepsiloniai. In this paper we will solve for n=1,2,ldots,9 an old conjecture stating that of the 2n sums of the form sumpmai it is impossible that there are more with |sumi=1npmai|>1 than there are with |sumi=1npmai|leq1. Although the problem has been solved completely in case the ai's are equal, the more general problem with possible non-equal ai's remains open for values of ngeq10. The present method can also be used for ngeq10, but unfortunately the technical difficulties seem to grow exponentially with n and no "induction type of argument" has been found. The conjecture has an appealing reformulation in probability theory and in geometry. In probability theory the results lead to upper bounds which are much better than for instance Chebyshevnequalities.













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