The problem is raised of finding the best possible
constant in the maximal Khintchine inequality for Rademacher sequence
ε=(εk)k[ges ]1:
formula here
being valid for all a1, …,
an∈R with
n[ges ]1, where 0<p<∞ is given and fixed.
We
conjecture that the best possible constant is
formula here
where B=(Bt[ges ]0) is
standard Brownian motion. For simplicity, we consider only the
case p=1 and prove that this conjecture is as close to the
truth as desired in the following asymptotic sense:
formula here
being valid for all [mid ]a1[mid ][les ]1,
…, [mid ]an[mid ][les ]1 and all
n[ges ]1, where Sk
=[sum ]ki=1aiεi and
∥a→n∥2
=([sum ]nk=1
[mid ]ak[mid ]2)
½[ges ]2. It should be noted here that
formula here
The method of proof relies upon Skorohod's imbedding.
Motivated by consequences of this result we deduce in a purely
computational way that:
formula here
whenever a1=1, a2=λ,
a3=λ2, …,
an=λn−1
and λ belongs to ]0, 1/2] with n[ges ]1.
The constant 2/√3 is shown to be the best possible
in this inequality.