Khinchin-type inequalities via Hadamard's factorisation
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Publication:6360977
DOI10.1093/IMRN/RNAB313zbMATH Open1508.60026arXiv2102.09500MaRDI QIDQ6360977FDOQ6360977
Authors: Alex Havrilla, Piotr Nayar, Tomasz Tkocz 
Publication date: 18 February 2021
Abstract: We prove Khinchin-type inequalities with sharp constants for type L random variables and all even moments. Our main tool is Hadamard's factorisation theorem from complex analysis, combined with Newton's inequalities for elementary symmetric functions. Besides the case of independent summands, we also treat ferromagnetic dependencies in a nonnegative external magnetic field (thanks to Newman's generalisation of the Lee-Yang theorem). Lastly, we compare the notions of type L, ultra sub-Gaussianity (introduced by Nayar and Oleszkiewicz) and strong log-concavity (introduced by Gurvits), with the latter two being equivalent.
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