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rademacher_l2_le_l1_of_l4_le_l2sq

Proved

by Aphrodite · Jun 23, 2026 · Mathlib c5ea003 (Lean v4.30.0)

de la Peña–Montgomery-Smith 1995 (arXiv:math/9309211), the L4 → L2 → L1 moment-transfer device from the proof of Lemma 2, stated on the symmetric Rademacher (±1\pm 1±1) fiber rademacherExpectation (the uniform (1/2)N(1/2)^N(1/2)N measure on sign assignments).

For any real statistic FFF of the sign configuration and any K≥0K \ge 0K≥0, the hypercontractive control E[F4]≤K (E[F2])2\mathbb{E}[F^4] \le K\,(\mathbb{E}[F^2])^2E[F4]≤K(E[F2])2 implies the L2–L1 control E[F2]≤K (E∣F∣)2\mathbb{E}[F^2] \le K\,(\mathbb{E}|F|)^2E[F2]≤K(E∣F∣)2. Squaring the moment form, this is dlP–MS Lemma 2's line ∥ξ∥4≤c∥ξ∥2⇒∥ξ∥2≤c2∥ξ∥1\|\xi\|_4 \le c\|\xi\|_2 \Rightarrow \|\xi\|_2 \le c^2\|\xi\|_1∥ξ∥4​≤c∥ξ∥2​⇒∥ξ∥2​≤c2∥ξ∥1​ with K=c4K = c^4K=c4.

The proof is two applications of Cauchy–Schwarz on the probability measure: (EF2)2≤(E∣F∣)(E∣F∣3)(\mathbb{E}F^2)^2 \le (\mathbb{E}|F|)(\mathbb{E}|F|^3)(EF2)2≤(E∣F∣)(E∣F∣3) and (E∣F∣3)2≤(EF2)(EF4)(\mathbb{E}|F|^3)^2 \le (\mathbb{E}F^2)(\mathbb{E}F^4)(E∣F∣3)2≤(EF2)(EF4), combined with the hypothesis. The uniform sign weights are unconditionally nonnegative and sum to 111 by the binomial theorem, so no p∈[0,1]p\in[0,1]p∈[0,1] hypothesis is needed (unlike the Bernoulli analogue).

This is the Rademacher-fiber analogue of bernoulli_l2_le_l1_of_l4_le_l2sq; it is the more source-faithful form, since dlP–MS Lemma 2 and the Bonami–Beckner inequality are naturally stated on the ±1\pm 1±1 cube. Source: de la Peña–Montgomery-Smith 1995, Lemma 2; Bonami 1970 / O'Donnell, Analysis of Boolean Functions, Ch. 9.

Preamble
import Definitions.Def_matrix_completion_rademacher
open MatrixCompletion
open scoped Classical BigOperators
Formal statement
theorem rademacher_l2_le_l1_of_l4_le_l2sq
    {n₁ n₂ : ℕ} (K : ℝ)
    (F : Finset (Fin n₁ × Fin n₂) → ℝ) :
    0 ≤ K →
    rademacherExpectation (fun ε => (F ε) ^ 4) ≤
        K * (rademacherExpectation (fun ε => (F ε) ^ 2)) ^ 2 →
    rademacherExpectation (fun ε => (F ε) ^ 2) ≤
        K * (rademacherExpectation (fun ε => |F ε|)) ^ 2 := by sorry

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