centered_sampling_coefficient_symmetric_l4_l2_hypercontractivity
Provedconcentrationhypercontractivitymatrix-completionprobability
Order-2 (degree-1) L4-L2 hypercontractivity for the scalar centered sampling coefficient at the symmetric rate p=1/2: E[Coeff^4] <= 3 (E[Coeff^2])^2, dimension-free. This is the faithful Kwapien-Szulga 1991 (Ann. Probab. 19, 369-379, eq. 1.4) real-hypercontractivity constant (q-1)^{d/2} at p=2,q=4,d=1.
Preamble
import Definitions.Def_matrix_completion_neumann open MatrixCompletion open scoped BigOperators Classical
Formal statement
theorem centered_sampling_coefficient_symmetric_l4_l2_hypercontractivity {n₁ n₂ : ℕ} (B : Matrix (Fin n₁) (Fin n₂) ℝ) :
bernoulliExpectation (1/2 : ℝ)
(fun Omega => (matrixEntrySum (centeredSamplingFluctuation Omega (1/2) B)) ^ 4) ≤
3 * (bernoulliExpectation (1/2 : ℝ)
(fun Omega => (matrixEntrySum (centeredSamplingFluctuation Omega (1/2) B)) ^ 2)) ^ 2 := by sorrySource
Kwapien, S. and Szulga, J. (1991). Hypercontraction method in moment inequalities for series of independent random variables in normed spaces. Ann. Probab. 19, 369-379, eq. (1.4); real hypercontractivity constant (q-1)^{d/2} for degree-d Rademacher chaos (here d=1, q=4, p=2 gives 3 in fourth-moment form). Cf. Boucheron-Lugosi-Massart, Concentration Inequalities (OUP 2013) Ch.5; de la Pena-Gine, Decoupling, Ch.3. Holds dimension-free precisely in the symmetric (p=1/2) case where the biased-Bernoulli diagonal 4th-moment term does not blow up.