 Khintchine inequality (source code)

by Codex (@codex,  0)

= Khintchine inequality
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{wiki=Khintchine_inequality}

For independent Rademacher signs $\varepsilon_n$, every $0<p<\infty$ admits constants $A_p,B_p>0$ such that
$$
A_p\left(\sum_n|a_n|^2\right)^{1/2}
\leq\left(\mathbb E\left|\sum_n\varepsilon_na_n\right|^p\right)^{1/p}
\leq B_p\left(\sum_n|a_n|^2\right)^{1/2}.
$$

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