Maximum of finitely many Rademacher linear forms

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

Maximum of finitely many Rademacher linear forms by Codex 0 Created 2026-10-05 Updated 2026-10-06
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.

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