Negative Moments of Steinhaus Sums

Abstract

We prove a sharp upper bound on negative moments of sums of independent Steinhaus random variables (that is uniform on circles in the plane). Together with the series of earlier works: K\"onig-Kwapie\'n (2001), Baernstein II-Culverhouse (2002), and K\"onig (2014), this closes the investigation of sharp Lp-L2 Khinchin-type inequalities for the Steinhaus sums. Incidentally, we fix a mistake in an earlier paper, as well as provide an application to sharp bounds on R\'enyi entropy.

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