Biased Linearity Testing in the 1% Regime

Abstract

We study linearity testing over the p-biased hypercube (\0,1\n, μp n) in the 1% regime. For a distribution supported over \x∈ \0,1\k:Σi=1k xi=0 (mod 2) \, with marginal distribution μp in each coordinate, the corresponding k-query linearity test Lin() proceeds as follows: Given query access to a function f:\0,1\n \-1,1\, sample (x1,…,xk) n, query f on x1,…,xk, and accept if and only if Πi∈ [k]f(xi)=1. Building on the work of Bhangale, Khot, and Minzer (STOC '23), we show, for 0 < p ≤ 12, that if k ≥ 1 + 1p, then there exists a distribution such that the test Lin() works in the 1% regime; that is, any function f:\0,1\n \-1,1\ passing the test Lin() with probability ≥ 12+ε, for some constant ε > 0, satisfies x μp n[f(x)=g(x)] ≥ 12+δ, for some linear function g, and a constant δ = δ(ε)>0. Conversely, we show that if k < 1+1p, then no such test Lin() works in the 1% regime. Our key observation is that the linearity test Lin() works if and only if the distribution satisfies a certain pairwise independence property.

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