Rademacher sum (source code)

= Rademacher sum
{c}
{title2=$S=\sum_i a_i\epsilon_i$}

A Rademacher sum is a linear combination of independent <Rademacher random variables>, with scalar or normed-space-valued coefficients. Its moments are controlled by the <Khintchine inequality> in the scalar case and the <Kahane-Khintchine inequality> in a general <normed vector space>.