Probability Mass of Rademacher Sums Beyond One Standard Deviation

TL;DR

This paper improves the lower bound on the probability that a Rademacher sum exceeds one standard deviation from 1/20 to 6/64, advancing understanding of Rademacher sum tail probabilities.

Contribution

The paper provides a tighter lower bound on the probability that Rademacher sums exceed a certain threshold, improving previous bounds by Oleszkiewicz.

Findings

Lower bound on probability increased from 1/20 to 6/64.

Supports the conjecture that probability is at least 7/64.

Advances theoretical understanding of Rademacher sum tail behavior.

Abstract

Let $a_1, \dots, a_n \in \mathbb{R}$ satisfy $\sum_i a_i^2 = 1$, and let $\varepsilon_1, \ldots, \varepsilon_n$ be uniformly random $\pm 1$ signs and $X = \sum_{i=1}^{n} a_i \varepsilon_i$. It is conjectured that $X = \sum_{i=1}^{n} a_i \varepsilon_i$ has $\Pr[X \geq 1] \geq 7/64$. The best lower bound so far is $1/20$, due to Oleszkiewicz. In this paper we improve this to $\Pr[X \geq 1] \geq 6/64$.