A Sharp Small-Coefficient Variant of Khintchine's Inequality and the Sharp π/2 Theorem
Lei Yu
Abstract
We prove a refined quadratic normal approximation for the first absolute moment of normalized weighted Rademacher sums with bounded maximal coefficients. For any weight vector w∈Rn satisfying \|w\|2=1 and \|w\|∞≤β with sufficiently small β>0, we establish the uniform error bound |E|Σi=1nwiXi|-2/π|=O(β2) over all admissible weight configurations. Our proof combines zero-bias Stein's method and refined small-ball probability estimates to exploit symmetry cancellation and control the non-smooth residual of the absolute-value test function. An explicit extremal construction further verifies the optimality of this quadratic convergence rate. As an application, we establish an asymptotically sharp refinement of the Friedgut--Kalai--Naor (FKN) theorem for Boolean functions, also known as the sharp π/2 theorem, characterizing the level-1 Fourier energy for functions deviating far from dictatorships.
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