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Sharp Khinchin-type inequalities for symmetric discrete uniform random variables

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 نشر من قبل Tomasz Tkocz
 تاريخ النشر 2019
  مجال البحث
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We establish several optimal moment comparison inequalities (Khinchin-type inequalities) for weighted sums of independent identically distributed symmetric discrete random variables which are uniform on sets of consecutive integers. Specifically, we obtain sharp constants for the second moment and any moment of order at least 3 (using convex dominance by Gaussian random variables). In the case of only 3 atoms, we also establish a Schur-convexity result. For moments of order less than 2, we get sharp constants in two cases by exploiting Haagerups arguments for random signs.

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