Maximum of finitely many Rademacher linear forms

ID: maximum-of-finitely-many-rademacher-linear-forms

For independent Rademacher random variables and , this bound holds for . The moment-generating function satisfies , with strict inequality for a nonzero vector and . Applying the exponential Markov bound to both tails and then the union bound proves a strict failure bound; a zero vector has failure probability zero. At , the success probability is strictly positive, ensuring a sign vector with all linear forms below that threshold.

New to topics? Read the docs here!