format: text

text:
# Random linear combinations of functions from 𝐿₁

## 1. Introduction

In the article we research random polynomials (linear combinations of functions with random coefficients) of the type

$$F_n(\omega ,x):=\underset{i=1}{\overset{n}{}}\xi _i(\omega )f_i(x),$$
(1)
where $`\{f_i\}_1^n`$ is a system of functions on a measure space $`(X,\mu )`$ and $`\{\xi _i\}_i^n`$ is a set of independent random variables on a probability space $`(\mathrm{\Omega },𝖯)`$ (‘‘random coefficients’’). Our interest will be concentrated on the properties of the random variable $`F_n(\omega ,)_{B(X)}`$, where $`_B`$ is a norm in a certain space $`B`$ consisting of functions on $`(X,\mu )`$.

Note, when $`B=L_{\mathrm{}}`$, the formulated above research topic becomes the classical problem of estimating the expectation of the supremum of random polynomial (1). In 1954 Salem and Zygmund  established that

$$𝖤\underset{k=n}{\overset{n}{}}r_k(\omega )e^{ikx}_{\mathrm{}}\frac{1}{2^{2n+1}}\underset{\genfrac{}{}{0.0pt}{}{\text{over all choices}}{\text{of signs:}\epsilon _k=\pm 1}}{}\underset{k=n}{\overset{n}{}}\epsilon _ke^{ikx}_{\mathrm{}}\sqrt{n\mathrm{log}n},$$
(2)
where $`r_k(\omega )=\text{sign}\mathrm{sin}(2^{k+1}\pi \omega )`$ are the Rademacher functions on $`[0,1]`$ and $`𝖤`$ denotes the mathematical expectation. However, by the virtue of Khinchin’s inequality it follows that

$$𝖤\underset{k=n}{\overset{n}{}}r_k(\omega )e^{ikx}_p_p\sqrt{n},1p<\mathrm{}.$$

These facts demonstrate that the embeddings of the spaces of trigonometric polynomials into $`L_{\mathrm{}}`$ and $`L_p`$ with $`p<\mathrm{}`$ are qualitatively different.

By now a number of estimates for the uniform norm of random polynomials (1) with various constraints on $`\{\xi _i\}_1^n`$ and $`\{f_i\}_1^n`$ have been established. Note while the upper estimates have many important applications in analysis and probability, the applications of the lower estimates are rather rare. Nevertheless, proofs of the lower estimates are more challenging and usually need involving some specific properties of systems $`\{f_i\}`$ and $`\{\xi _i\}`$. E.g. the proof of the lower bound in (2) in  essentially relied on the facts that the trigonometric functions is a system of characters (i.e. formulae like $`\mathrm{cos}(\alpha +\beta )=\mathrm{cos}\alpha \mathrm{cos}\beta \mathrm{sin}\alpha \mathrm{sin}\beta `$ were used) and that for distribution of linear combinations of Rademacher functions an exponential estimate holds. In  one can find a short proof of a sharp lower estimate for the random polynomial $`_k\xi _k\mathrm{cos}kx`$, where $`\{\xi _k\}`$ are independent Gaussian variables, this proof relies on the fact that the matrix $`\left(\mathrm{cos}\frac{2\pi }{n}jk\right)_{j,k=0}^{n1}`$ is a multiple of an orthogonal matrix and that uncorrelated Gaussian variables are independent. Proofs of the upper estimates normally use a simple averaging argument and need essentially weaker constraints on system $`\{f_i\}`$. Usually, if an upper estimate for the expectation of a norm of the random polynomial (1) takes place, then essentially the same estimate holds if we substitute in (1) the functions $`f_i`$ with their absolute values $`|f_i|`$. In this paper, continuing the work , there is established a lower estimate for the uniform norm of random polynomials with respect to an abstract functional system $`\{f_i\}_1^n`$ from $`L_1`$, provided that the system satisfies a weak condition.

In monographs ,  one can find a deep theory which enables to estimate the expectation of the uniform norm of random polynomials (1), provided $`\{f_i\}`$ is a system of characters of a locally compact Abelian group restricted to a compact neighborhood $`V`$ of the group identity element. The basic method for estimating the supremum of a random process in  (in particular, of a random polynomial (1)) is reduction of the problem to a problem of estimating the $`\epsilon `$-entropy of $`V`$ with respect to a metric induced by the random process. This method was originally introduced by Dudley  and Sudakov  and later was developed by Fernique, Marcus, Pisier, Talagrand and others (see , , ). To obtain a lower estimate for the maximum of a random process using this method, one has to apply a variant of Slepian’s lemma  for Gaussian vectors. This lemma enables one to estimate from below the probability

$$𝖯\left\{\underset{1km}{\mathrm{max}}\underset{i=1}{\overset{n}{}}\xi _if_i(x_k)\alpha \right\},\{x_k\}_1^m\text{ is a net in }X,$$

provided that all normalized inner products (cosines of angles):

$$\frac{(W_{x_j},W_{x_k})}{|W_{x_j}||W_{x_k}|},jk,\text{for vectors}W_{x_j}:=\left(f_i(x_j)\right)_{i=1}^n^n,j=1,\mathrm{},m$$

are sufficiently small and $`\{\xi _i\}`$ are independent Gaussian variables. Demonstrating the existence of such a net $`\{x_j\}`$ is usually a separate non-trivial problem. Moreover, since Slepian’s lemma can be applied only to Gaussian vectors there arise some serious difficulties with transfer of the estimates for random polynomials with Gaussian coefficients to the case of non-Gaussian $`\{\xi _i\}`$.

In 1995 Kashin and Tzafriri , ,  introduced another method for obtaining lower estimates of the uniform norm of random polynomials. In particular, in  it was shown that the lower estimate in the Salem-Zygmund theorem (2) stays true for random polynomials with respect to an arbitrary orthonormal system, provided that the system is uniformly bounded in $`L_3`$. This approach relies on a version of the central limit theorem with an estimate of the error term. To apply this method it is not necessary to estimate all angles between the vectors $`W_{x_j}`$, instead of that it suffices to demonstrate that cosines of these angles are small on average.

In  Kashin and Tzafriri defined the following norm

$$f_{m,\mathrm{}}:=_X\mathrm{}_X\mathrm{max}\{|f(x_1)|,\mathrm{},|f(x_m)|\}𝑑\mu (x_1)\mathrm{}𝑑\mu (x_m),$$
(3)
where $`f`$ is an integrable function on a measure space $`(X,\mu )`$, $`\mu (X)=1`$. As in author’s works ,  let us call it integral-uniform norm for this norm. While obtaining the lower estimate for the expectation of the uniform norm of the random polynomial (1) in , a similar estimate for the integral-uniform norm with parameter $`mn^{1/2+\epsilon }`$ was de facto proved. It is worth mentioning that estimates for the norm $`f_{m,\mathrm{}}`$ (or rather for the family of norms with $`m1`$) are self-interesting, since the values of the norms carry quite full information about the distribution of function $`f`$: $`\lambda _f(t)=\mu \{xX:|f(x)|t\}`$. Indeed, it is easy to see that

$$f_{m,\mathrm{}}=_0^{\mathrm{}}\left(1(1\lambda _f(t))^m\right)𝑑t$$
(4)
and $`f_1f_{1,\mathrm{}}`$$`f_{m,\mathrm{}}f_{\mathrm{}}`$, moreover, $`f_{m,\mathrm{}}f_{\mathrm{}}`$ as $`m\mathrm{}`$. In Section 2 (Th. 2) it will be shown that

$$f_{m,\mathrm{}}\underset{\genfrac{}{}{0.0pt}{}{\mathrm{\Delta }X}{\mu \mathrm{\Delta }=1/m}}{sup}\left\{m_\mathrm{\Delta }\right|f|d\mu \}$$

provided there exists a subset of $`X`$ of measure $`1/m`$.

Using a simple modification of the method from , the author  proved the following

Theorem A. Let $`\{f_i\}_{i=1}^n`$ and $`\{\xi _i\}_{i=1}^n`$ be systems of functions defined on probability spaces $`(X,\mu )`$ and $`(\mathrm{\Omega },𝖯)`$ respectively, satisfying:

* $`f_i_2=1`$ and $`f_i_{2+\epsilon }M`$ for all $`i=1,\mathrm{},n`$ with some constants $`M>0`$, $`\epsilon >0`$.
* $`\underset{i=1}{\overset{n}{}}c_if_i_2MR^p\left(\underset{i=1}{\overset{n}{}}|c_i|^2\right)^{1/2}`$ for all sets of coefficients $`\{c_i\}_1^n`$ with some constants $`p[0,\frac{1}{2})`$, $`M>0`$, where $`RR(\{a_i\}_1^n):=\frac{(_{i=1}^n|a_i|^2)^2}{_{i=1}^n|a_i|^4}`$ and $`\{a_i\}_1^n`$ is a fixed set of complex coefficients.
* $`\{\xi _i\}_1^n`$ is a system of independent variables such that $`𝖤\xi _i=0`$, $`𝖤|\xi _i|^2=1`$ and $`(𝖤|\xi _i|^{2+\epsilon })M`$

Then there exist positive constants $`q=q(p)`$, $`C_j=C_j(p,M,\epsilon )`$, $`j=1,2,3`$, such that111It is possible to show that in (5) one can choose the power parameter $`q`$ arbitrarily from the interval $`(0,(12p)/2)`$, in this case the constants $`C_1`$, $`C_2`$ may depend on the choice of $`q`$. One can find a detailed proof of (5) with $`q=(12p)/4`$ in .

$$𝖯\{\omega \mathrm{\Omega }:\underset{i=1}{\overset{n}{}}a_i\xi _i(\omega )f_i_{m,\mathrm{}}C_1\left(\underset{i=1}{\overset{n}{}}|a_i|^2\mathrm{log}P\right)^{1/2}\}\frac{C_2}{P^q},$$
(5)
where $`P=\mathrm{min}(m,R)+1`$ and $`R=R(\{a_i\})`$ are defined in condition (b). It obviously implies

$$𝖤\underset{i=1}{\overset{n}{}}a_i\xi _if_i_{m,\mathrm{}}C_3\left(\underset{i=1}{\overset{n}{}}|a_i|^2\mathrm{log}P\right)^{1/2}.$$
(6)
(In the case of small values of $`m`$ or $`R`$ the inequality (6) easily follows from Khinchin’s and Hölder’s inequalities and the trivial estimate: $`_{m,\mathrm{}}_1`$.)

Theorem A is a simple generalization of the results from , where the $`_{\mathrm{}}`$-norm of random polynomials was estimated. There estimates of type (5), (6) for the uniform norm were proved in the case $`p=0`$ and was noted that if $`a_i1`$, these estimates could be generalized for the case $`p[0,1/2)`$. It was also noted that the established estimates stay true for the integral-uniform norm with parameter $`mR^{1/2}`$.

Roughly speaking, Theorem A implies that an estimate of type (6) for a random polynomial (1) does not take place only if the system $`\{f_i\}`$ (of normalized in $`L_2`$ functions) is ‘‘significantly far’’ from an orthonormal one (e.g. if the functions of the system converge to a fixed function).

Note when $`a_i1`$ ($`R(\{a_i\})=n`$), applying Lemma 1 (see below), one can easily deduce the condition (b) for functions $`\{f_i\}`$, satisfying $`f_i_2=1`$, from the condition:

* $`_{i=1}^n\epsilon _if_i_2Mn^{\frac{1}{2}+\beta }`$ for all choices of signs $`\epsilon _i=\pm 1`$
with some $`\beta [0,\frac{1}{2})`$, $`M>0`$.

In  it was also shown that provided $`mR`$ and some additional constraints on $`\{\xi _k\}_1^n`$ the lower estimate (6) is sharp in sense of order. It was demonstrated by the following

Theorem B. Let $`\{\xi _k\}_1^n`$ be a system of independent variables such that the following exponential estimate holds:

$$𝖯\left\{\left|\underset{k=1}{\overset{n}{}}c_k\xi _k\right|>t\left(\underset{k=1}{\overset{n}{}}c_k^2\right)^{1/2}\right\}C_4e^{t^2C_5}$$

for all sets of coefficients $`\{c_k\}_1^n`$ with some constants $`C_4`$, $`C_5>0`$. Then there exists a constant $`C_6=C_6(C_4,C_5)>0`$ such that

$$𝖤\underset{k=1}{\overset{n}{}}\xi _kf_k_{m,\mathrm{}}C_6\left(\underset{k=1}{\overset{n}{}}|f_k|^2\right)^{1/2}_{m,\mathrm{}}\sqrt{1+\mathrm{log}m}$$

for all systems of functions $`\{f_k\}_1^nL_1(X,\mu )`$ ($`\mu X=1`$) and for all $`m1`$.

Note that the condition imposed in Theorem A, which requires the functions $`\{f_i\}`$ to be uniformly bounded in $`L_{2+\epsilon }`$, looks rather unnatural since the theorem provides lower estimates. Roughly speaking, the reason for necessity of such a condition is that the uniform boundness of system $`\{f_i\}`$ in $`L_{2+\epsilon }`$, along with its orthonormality (or a weaker condition (b) combined with $`f_i_2=1`$), ensures that the ‘‘essential’’ supports of functions $`f_i`$ mutually intersect ‘‘strongly enough’’. To convince that the condition of uniform boundness cannot be simply omitted from Theorem A consider the example of the functional system $`f_i:=\sqrt{n}\chi _i`$ on $`[0,1]`$, where $`\chi _i`$ are the indicators of the intervals $`(\frac{i1}{n},\frac{i}{n})`$.

The main target of the article is to generalize Theorem A in the particular case $`a_i1`$ for the random polynomials of type (1) with respect to a system of functions $`\{f_i\}_1^n`$, $`f_i_1=1`$, which are not necessarily bounded in $`L_p`$, $`p>1`$. To avoid extreme functional systems, such as one in the previous paragraph, the conditions (a) and (b) are substituted for

* $`f_i_1=1`$ for all $`i=1,\mathrm{},n`$ and
$`_{i=1}^n\theta _if_i_1Mn^{\frac{1}{2}+p}`$ for all choices of signs $`\{\theta _i\}_1^n`$, $`\theta _i=\pm 1`$

with some constants $`p[0,\frac{1}{12})`$, $`M>0`$. The main result is the following

###### Theorem 1.

Let $`\{f_i\}_{i=1}^n`$ be a system of functions on a probability space $`(X,\mu )`$ which satisfies the condition (d) with $`p[0,\frac{1}{12})`$. Let $`\{\xi _i\}_{i=1}^n`$ be independent variables defined on another probability space $`(\mathrm{\Omega },𝖯)`$, satisfying $`𝖤\xi _i=0`$, $`𝖤|\xi _i|^2=1`$ and $`𝖤|\xi _i|^3M^3`$. Then there exist some constants $`q^{}=q^{}(p)>0`$, $`C_j^{}=C_j^{}(p,M)>0`$, $`j=1,2,3`$, such that whenever $`mn`$

$$𝖯\{\omega \mathrm{\Omega }:F_n(\omega ,x)_{m,\mathrm{}}C_1^{}\sqrt{n(1+\mathrm{log}m)}\}C_2^{}m^q^{}$$
(7)
and, consequently,

$$𝖤\underset{i=1}{\overset{n}{}}\xi _if_i_{m,\mathrm{}}C_3^{}\left(n(1+\mathrm{log}m)\right)^{1/2},$$
(8)
where $`F_n`$ is a random polynomial defined by (1). (For small $`m`$ inequality (1) follows from Khinchin’s inequality.)

This result provides a new estimate not only for the integral-uniform norm but also for the uniform norm of random polynomials (1):

###### Corollary 1.

Let functions $`\{f_i\}_1^n`$ and random variables $`\{\xi _i\}_1^n`$ satisfy the conditions of Theorem 1. Then for the uniform norm of the random polynomial (1) the following estimate holds

$$𝖯\{\omega \mathrm{\Omega }:F_n(\omega ,x)_{\mathrm{}}C_1^{}\sqrt{n(1+\mathrm{log}n)}\}C_2^{}n^q^{}.$$

Note that Theorem 1, being stronger than Theorem A in some environments, is weaker than that in the two aspects: first, it cannot be applied to polynomials of type $`_ka_k\xi _k(\omega )f_k(x)`$ with an arbitrary choice of non-random coefficients $`\{a_i\}`$; second, it imposes the condition (d) with parameter $`p<\frac{1}{12}`$, while in the corresponding condition for Theorem A (condition (b) provided $`a_i1`$ or (b)) it suffices to have $`p<1/2`$. I think that the constraint $`p<\frac{1}{12}`$ can be relaxed222The condition (d) with parameter $`p=1/2`$ is obviously satisfied for all functional systems $`\{f_i\}_1^n`$, $`f_i_1=1`$. In particular, it holds for the trivial system $`f_i1`$ for which by Khinchin’s inequality the $`L_{\mathrm{}}`$-norm of random polynomial with respect to that system is of order $`\sqrt{n}`$. Thus, it makes sense to think about possible validity of estimates of type (7), (8) only in the case $`p<1/2`$.  (see Conjecture 2 below). In  a conjecture about possible generalization of Theorem 1 for the case of polynomials $`_ka_k\xi _kf_k`$ (with non-trivial $`a_k`$) is formulated.

The organization of the paper is as follows. In Section 2 we shall prove several auxiliary results which were explicitly or implicitly used in , . We gather these results with the intention of making the method developed in ,  easier to understand, apply and make appropriate alterations, e.g. for generalizing of Theorem A for the case of specific values of the power parameter $`q`$ (see Footnote 1 and Remark 2 below). In Section 3 we shall prove Theorem 1. In Section 4 Theorem 1 will be applied to give a partial solution for a Functional Analysis problem formulated by Montgomery-Smith and Semenov in  and to estimate the Marcinkiewicz norm of random polynomials. In Section 4 we shall also formulate two hypotheses, concerning the potential generalizations of Theorem 1.

I would like to express my special gratitude to B.S. Kashin, whose advisement led me to establish the results of the paper, I thank also E.M. Semenov and A.M. Zubkov for valuable remarks and discussions.

## 2. Auxiliary Results

Integral-Uniform Norm. Let us check that the definitions (3) and (4) of the integral-uniform norm are identical. It is well-known that $`g_1=_0^{\mathrm{}}\lambda _g(t)𝑑t`$ for every function $`gL_1(Y,\nu )`$, where $`\lambda _g(t):=\nu \{y:|g(y)|t\}`$ is the distribution of $`g`$. Thus, to prove equivalence of (3) and (4) it suffices to notice that the function

$$g(\overline{x})=\mathrm{max}\{|f(x_1)|,\mathrm{},|f(x_m)|\},\overline{x}=(x_j)_1^mX^m=:Y,$$

has the distribution: $`\lambda _g(t)=1(1\lambda _f(t))^m`$.

By inequality $`\mathrm{max}(|a|,|b|)|a|+|b|`$ it is easy to see that

$$f_{m,\mathrm{}}mf_1\text{and}f_{n,\mathrm{}}\frac{n+1}{m}f_{m,\mathrm{}}\text{for all }fL_1(X)\text{}mn.$$
(9)
For the indicator $`\chi _\mathrm{\Delta }`$ of a set $`\mathrm{\Delta }X`$ the identity (4) implies $`\chi _\mathrm{\Delta }_{m,\mathrm{}}=1(1|\mathrm{\Delta }|)^m`$ (here and further we denote $`|\mathrm{\Delta }|\mu \mathrm{\Delta }`$). Thus, if $`mc|\mathrm{\Delta }|^1`$, then $`\chi _\mathrm{\Delta }_{m,\mathrm{}}C(c)`$ with a constant $`C(c)>0`$.

For an integrable function $`fL_1`$ define the following ‘‘relative’’ norms:

$`f_m^{}`$ $`:=\underset{\mathrm{\Delta }X}{sup}\left\{{\displaystyle \frac{1(1|\mathrm{\Delta }|)^m}{|\mathrm{\Delta }|}}{\displaystyle _\mathrm{\Delta }}\right|f|d\mu \};`$ (10)
$`f_m^{}`$ $`:=\underset{\genfrac{}{}{0.0pt}{}{\mathrm{\Delta }X}{\mu \mathrm{\Delta }=1/m}}{sup}\left\{m{\displaystyle _\mathrm{\Delta }}\right|f|d\mu \}.`$ (11)
Right side of (11) is well-defined only if there exists an event $`eX`$ such that $`\mu (e)=1/m`$. However, we will use this norm only if $`X=[0,1]`$ with standard Lebesque measure.

The $`_m^{}`$\- and $`_m^{}`$-norms are equivalent to $`_{m,\mathrm{}}`$-norm, this is proved in the following result, which was implicitly established by the author in .

###### Theorem 2.

For all functions $`fL_1[0,1]`$ the following inequalities take place

$$(1\frac{1}{e})f_m^{}f_m^{}f_{m,\mathrm{}}2f_m^{}.$$
(12)
Proof. Let us show that $`2f_m^{}f_{m,\mathrm{}}`$. Let $`\mathrm{\Delta }^{}[0,1]`$ satisfy $`|\mathrm{\Delta }^{}|=1/m`$ and

$$m_\mathrm{\Delta }^{}|f|=f_m^{}.$$

(It is easy to see that such a $`\mathrm{\Delta }^{}`$ exists though not necessarily unique). We have

$$f_{m,\mathrm{}}f\chi _\mathrm{\Delta }^{}_{m,\mathrm{}}+f(1\chi _\mathrm{\Delta }^{})_{m,\mathrm{}}.$$

By (9) we estimate $`f\chi _\mathrm{\Delta }^{}_{m,\mathrm{}}m_\mathrm{\Delta }^{}|f|=f_m^{}`$. From the extremality of $`\mathrm{\Delta }^{}`$ we get

$$f(1\chi _\mathrm{\Delta }^{})_{m,\mathrm{}}f(1\chi _\mathrm{\Delta }^{})_{\mathrm{}}\frac{1}{|\mathrm{\Delta }^{}|}_\mathrm{\Delta }^{}|f|=f_m^{}.$$

Thus, the inequality $`f_{m,\mathrm{}}2f_m^{}`$ is proved.

Let us check now that for every $`\mathrm{\Delta }[0,1]`$ the following inequality holds:

$$f_{m,\mathrm{}}\frac{1(1|\mathrm{\Delta }|)^m}{|\mathrm{\Delta }|}_\mathrm{\Delta }|f|𝑑\mu .$$
(13)
Obviously, it suffices to consider the case when $`f`$ vanishes outside $`\mathrm{\Delta }`$ ($`\text{supp}(f)\mathrm{\Delta }`$). By (4) we get

$`f_{k+1,\mathrm{}}f_{k,\mathrm{}}`$ $`={\displaystyle _0^{\mathrm{}}}\left(1(1\lambda _f(t))^{k+1}\right)𝑑t{\displaystyle _0^{\mathrm{}}}\left(1(1\lambda _f(t))^k\right)𝑑t`$
$`={\displaystyle _0^{\mathrm{}}}\lambda _f(t)\left(1\lambda _f(t)\right)^k𝑑t`$
$`(1|\mathrm{\Delta }|)^k{\displaystyle _0^{\mathrm{}}}\lambda _f(t)𝑑t=(1|\mathrm{\Delta }|)^kf_1.`$
Summing these inequalities from $`k=1`$ to $`k=m1`$, we get

$$f_{m,\mathrm{}}f_1f_{m,\mathrm{}}f_{1,\mathrm{}}f_1\underset{k=1}{\overset{m1}{}}(1|\mathrm{\Delta }|)^k,$$

which implies

$$f_{m,\mathrm{}}f_1\frac{1(1|\mathrm{\Delta }|)^m}{|\mathrm{\Delta }|}.$$

Now, to prove (13) it remains to notice that $`f_1=_\mathrm{\Delta }|f|`$ (recall $`\text{supp}f\mathrm{\Delta }`$). Therefore, $`f_{m,\mathrm{}}f_m^{}`$.

The inequality $`f_m^{}(1e^1)f_m^{}`$ obviously follows from the fact that $`(1\frac{1}{m})^m<e^1`$. The proof of Theorem 2 is completed.

A Fact from Geometry.

###### Lemma 1.

(See Lemma 1 in  or Lemma 2.1 in ). Let $`\{w_i\}_{i=1}^n`$ be a set of vectors in a linear space equipped with a norm $``$ (or a semi-norm), satisfying $`w_i=1`$ and

$$\underset{i=1}{\overset{n}{}}\theta _iw_icn^{\frac{1}{2}+\beta }$$
(14)
for all choices of signs $`\{\theta _i\}_{i=1}^n`$, $`\theta _i=\pm 1`$, with some constants $`\beta [0,1/2)`$, $`c>0`$. Then

$$\underset{i=1}{\overset{n}{}}a_iw_iC(c)n^{\frac{1}{4}+\frac{\beta }{2}}\left(\underset{i=1}{\overset{n}{}}a_i^2\right)^{\frac{1}{2}}$$
$`(\text{14}^{})`$
for all sets of coefficients $`\{a_i\}_1^n`$. This estimate is sharp, i.e. there exist vectors $`\{w_i\}_1^n`$, a norm $``$, and coefficients $`\{a_i\}_1^n`$ such that (14) takes place, but estimate (14) is sharp in sense of order.

Geometrically Lemma 1 claims that the convex hull of the set $`B_{\mathrm{}}^d(n^{1/2+\beta }B_1^d)`$ has the inscribed sphere with radius of order $`n^{1/4+\beta /2}`$, here $`B_{\mathrm{}}^d`$ denotes $`d`$-dimensional cube whose vertices have coordinates $`\pm 1`$ and $`B_1^d:=\{(v_k)^d:_1^d|v_k|1\}`$.

Transfer Lemmas. To prove the main result we need the following lemmas which enable us to transfer one property of the multidimensional normal distribution (Lemma 3) to the case of an abstract multidimensional distribution.

###### Lemma 2.

Let $`\mathrm{\Omega }_j\mathrm{\Omega }`$, $`j=1,\mathrm{},m`$, be events, satisfying

$$(1\kappa )\underset{j,k=1}{\overset{m}{}}𝖯\left(\mathrm{\Omega }_j\mathrm{\Omega }_k\right)\left(\underset{j=1}{\overset{m}{}}𝖯(\mathrm{\Omega }_j)\right)^2$$

with some $`\kappa (0,1)`$. Then $`𝖯\left(_{j=1}^m\mathrm{\Omega }_j\right)1\kappa .`$

###### Lemma 3.

Let $`\{h_j\}_{j=1}^m`$ be a set of Gaussian variables such that $`𝖤h_j=0`$, $`𝖤h_j^2=D_jr^2>0`$, $`𝖤h_jh_k=v_{j,k}`$ and each pare $`(h_j,h_k)`$, $`jk`$ has a 2-dimensional normal distribution with density

$$\varphi _{0,V_{j,k}}(Y):=\frac{1}{2\pi (detV_{j,k})^{1/2}}\mathrm{exp}\left\{\frac{1}{2}(Y,V_{j,k}^1Y)\right\},Y=(y_1,y_2),$$

$$\text{where}V_{j,k}=\left(\begin{array}{cc}D_j& v_{j,k}\\ v_{j,k}& D_k\end{array}\right)\text{is a covariance matrix.}$$

Assume also that there exist some constants $`R1`$, $`c_0`$$`\delta >0`$ such that

$$\frac{1}{m^2}\underset{\genfrac{}{}{0.0pt}{}{j,k=1}{jk}}{\overset{m}{}}|v_{j,k}|c_0R^\delta r^2.$$

Then for arbitrary choice of $`\alpha <\delta ^{1/2}`$ there exists an independent of $`R`$ constant $`C_7=C_7(c_0,\alpha ,\delta )`$ such that

$$\underset{j,k=1}{\overset{m}{}}𝖯\left(\mathrm{\Psi }_j\mathrm{\Psi }_k\right)(1+C_7P^{q_0})\left(\underset{j=1}{\overset{m}{}}𝖯(\mathrm{\Psi }_j)\right)^2,$$
(15)
where $`P:=\mathrm{min}(R,m)+1`$, $`\mathrm{\Psi }_j=\mathrm{\Psi }_j(\alpha ):=\left\{h_j>\alpha \sqrt{D_j\mathrm{log}P}\right\}`$ and $`q_0=q_0(\alpha ,\delta )=\mathrm{min}(\frac{1}{3}(\delta \alpha ^2),\frac{3}{2}\alpha ^2)>0`$.

###### Lemma 4.

Let $`(\eta _j)_1^m`$ and $`(h_j)_1^m`$ be random vectors with identical first and second moments:

$$𝖤\eta _j=𝖤h_j=0,𝖤\eta _j\eta _k=𝖤h_jh_k=v_{j,k},D_jv_{j,j}r^2>0.$$

Moreover, let $`(h_j)_1^m`$ be a Gaussian vector whose covariance matrix satisfies the assumption of Lemma 3 with parameters $`r`$, $`R`$$`c_0`$$`\delta >0`$. Assume also that there exist some positive constants $`\delta _i1`$, $`M_i`$ $`i=1,2,3`$, and $`\alpha <\alpha _0:=\left(\mathrm{min}(\delta ,\delta _1,\delta _2,\delta _3)\right)^{1/2}`$ such that

$`\left|𝖯\left(U_j(\alpha )\right)𝖯\left(\mathrm{\Psi }_j(\alpha )\right)\right|`$ $`M_1P^{\delta _1},1jn;`$ (16)
$`\left|𝖯\left(U_j(\alpha )U_k(\alpha )\right)𝖯\left(\mathrm{\Psi }_j(\alpha )\mathrm{\Psi }_k(\alpha )\right)\right|`$ $`M_2P^{\delta _2},(j,k)\sigma ,`$ (17)
where $`P=\mathrm{min}(R,m)+1`$ and

$`\mathrm{\Psi }_j=\mathrm{\Psi }(\alpha )`$ $`:=\{\omega :h_j(\omega )>\alpha \sqrt{D_j\mathrm{log}P}\};`$
$`U_j=U_j(\alpha )`$ $`:=\{\omega :\eta _j(\omega )>\alpha \sqrt{D_j\mathrm{log}P}\};`$
and the index set $`\sigma \{(j,k):jk,1j,km\}`$ satisfies $`|\sigma |m^2(1M_3P^{\delta _3})`$.
Then there exists a constant $`C_7^{}=C_7^{}(\alpha ,c_0,\delta ,\delta _i,M_i)`$, $`i=1,2,3`$, such that

$$\underset{j,k=1}{\overset{m}{}}𝖯\left(U_j(\alpha )U_k(\alpha )\right)(1+C_7^{}P^q^{})\left(\underset{j=1}{\overset{m}{}}𝖯\left(U_j(\alpha )\right)\right)^2,$$
(18)
where the power parameter $`q^{}=\mathrm{min}\{\frac{1}{3}(\delta \alpha ^2),\frac{3}{2}\alpha ^2,\frac{5}{6}\underset{i=1,2,3}{\mathrm{min}}(\delta _i\alpha ^2)\}>0`$.

Remark on Lemmas 24. Lemma 2, being a generalization of the Borel-Cantelli Lemma, is a known and important result. One can find similar statements, e.g. in , , . Lemmas 3 and 4, as far as I am aware of, are formulated for the first time, however the ideas for their proofs have been thoroughly borrowed from . Lemma 4 serves to transfer the estimates of type (15) to the ‘‘non-Gaussian case.’’ Note that the main results of ,  could be easier proved and perceived with the help of Lemmas 2 and 4.

Note also that from Lemmas 2 and 3 one can easily derive for Gaussian random variables $`\{h_i\}_1^m`$, satisfying the assumption of Lemma 3, the following estimate:

$$𝖯(\underset{1jm}{\mathrm{max}}h_j>\alpha r\sqrt{\mathrm{log}m})1Cm^{q_0}\text{for}mR,$$

where $`R`$ and $`r`$ are from the statement of Lemma 3 and $`\alpha `$, $`q_0`$$`C`$ are some positive constants. This fact links Lemma 3 with the results of Slepian  and Šidak , , devoted to estimating the distribution of maximum of Gaussian vectors with a non-trivial covariance matrix.

Proof of Lemma 2. Let $`\chi _j`$ be the indicators of the events $`\mathrm{\Omega }_j\mathrm{\Omega }`$ and let $`\zeta :=_{j=1}^n\chi _j`$. Then $`𝖤|\zeta |=_{j=1}^m𝖯(\mathrm{\Omega }_j)`$, $`𝖤|\zeta |^2=_{j,k=1}^m𝖯\left(\mathrm{\Omega }_j\mathrm{\Omega }_k\right)`$ and $`\text{supp}\zeta =_{j=1}^m\mathrm{\Omega }_j`$. Applying the Cauchy-Schwarz inequality, we get

$$(1\kappa )^{1/2}\left(𝖤|\zeta |^2\right)^{1/2}𝖤|\zeta |\left(𝖤|\zeta |^2\right)^{1/2}\left(𝖯\left(\underset{j=1}{\overset{m}{}}\mathrm{\Omega }_j\right)\right)^{1/2}.$$

This proves Lemma 2.

Proof of Lemma 3. Since the random variables $`h_j`$ are normal we have

$$𝖯(\mathrm{\Psi }_j)=\frac{1}{\sqrt{2\pi D_j}}_{\alpha \sqrt{D_j\mathrm{log}P}}^{\mathrm{}}e^{y^2/(2D_j)}𝑑y=\frac{1}{\sqrt{2\pi }}_{\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}e^{y^2/2}𝑑y.$$
(19)
Taking into account that $`_z^{\mathrm{}}e^{t^2/2}𝑑tz^1e^{z^2/2}`$ when $`z1`$, we have $`C_\alpha ^1(\sqrt{\mathrm{log}P})^1P^{\alpha ^2/2}𝖯(\mathrm{\Psi }_j)C_\alpha (\sqrt{\mathrm{log}P})^1P^{\alpha ^2/2}`$ with a constant $`C_\alpha `$ depending only on $`\alpha `$. Thus

$$\underset{j=1}{\overset{m}{}}𝖯(\mathrm{\Psi }_j)_\alpha \frac{m}{\alpha \sqrt{\mathrm{log}P}}P^{\alpha ^2/2}.$$
$`()`$
Thus, to prove (15) it suffices to check that

$$\underset{\genfrac{}{}{0.0pt}{}{j,k=1}{jk}}{\overset{m}{}}𝖯\left(\mathrm{\Psi }_j\mathrm{\Psi }_k\right)(1+C_7^{}P^{q_0})\left(\underset{j=1}{\overset{m}{}}𝖯(\mathrm{\Psi }_j)\right)^2.$$
$`(\text{15}^{})`$
Define the following index set:

$$\sigma _1:=\{(j,k):1jkm,|v_{j,k}|<\frac{1}{32}r^2\}.$$

Chebyshev’s inequality for the set $`\sigma _1^c=\{(j,k):1jkm\}\sigma _1`$ implies

$$|\sigma _1^c|\frac{32}{r^2}\underset{jk}{}|v_{j,k}|32c_0m^2R^\delta .$$

Therefore,

$$\underset{(j,k)\sigma _1^c}{}𝖯(\mathrm{\Psi }_j\mathrm{\Psi }_k)32c_0m^2R^\delta \underset{1jm}{\mathrm{max}}𝖯(\mathrm{\Psi }_j).$$

Thus, taking into account (19), we get

$$\underset{(j,k)\sigma _1^c}{}𝖯(\mathrm{\Psi }_j\mathrm{\Psi }_k)32c_0m^2R^\delta \frac{\text{const}}{\alpha \sqrt{\mathrm{log}P}}P^{\alpha ^2/2}.$$

Applying (\*), we conclude that

$$\underset{(j,k)\sigma _1^c}{}𝖯\left(\mathrm{\Psi }_j\mathrm{\Psi }_k\right)K_2R^{\delta +\alpha ^2}\left(\underset{j=1}{\overset{m}{}}𝖯(\mathrm{\Psi }_j)\right)^2$$
$`()`$
with a constant $`K_2(\alpha ,c_0)>0`$. Thus, to prove $`(\text{15}^{})`$ we can neglect the summation over $`\sigma _1^c`$ on the left-hand side.

Now, let us estimate the sum

$$\mathrm{\Sigma }_1:=\underset{s=(j,k)\sigma _1}{}𝖯(\mathrm{\Psi }_j\mathrm{\Psi }_k)=\underset{\alpha \sqrt{D_j\mathrm{log}P}}{\overset{\mathrm{}}{}}\underset{\alpha \sqrt{D_k\mathrm{log}P}}{\overset{\mathrm{}}{}}\underset{s\sigma _1}{}\frac{\mathrm{exp}\left\{\frac{1}{2}(Y,V_s^1Y)\right\}}{2\pi \sqrt{detV_s}}dy_1dy_2.$$

Changing the integration variables $`t_1=\frac{y_1}{\sqrt{D_j}}`$, $`t_2=\frac{y_2}{\sqrt{D_k}}`$, we get

$$\mathrm{\Sigma }_1=_{\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}_{\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}\underset{s\sigma _1}{}\frac{\sqrt{D_jD_k}}{2\pi \sqrt{detV_s}}e^{\frac{1}{2}Q(t_1,t_2)}dt_1dt_2,$$

where $`Q(t_1,t_2):=(Y,V_s^1Y)`$ is a quadratic form. Evaluating the determinant, we get $`detV_s=D_jD_kv_s^2`$ and

$$V_s^1=\frac{1}{D_jD_kv_s^2}\left(\begin{array}{ccc}D_k& v_s& \\ v_s& D_j& \end{array}\right).$$

Thus, the coefficients of the quadratic form $`Q=a_st_1^2+a_st_2^22b_st_1t_2`$ are defined by

$$a_s=\frac{D_jD_k}{D_jD_kv_s^2};b_s=\frac{v_s\sqrt{D_jD_k}}{D_jD_kv_s^2}.$$

Notice also that $`|v_s|r^2/32`$, provided $`s\sigma _1`$. Therefore, taking into account that $`D_jr^2`$ for all $`j=1,\mathrm{},m`$, we have

$$a_sb_s=\frac{\sqrt{D_jD_k}}{\sqrt{D_jD_k}+v_s}\frac{1}{2}.$$

Thus, we can estimate the values of the quadratic form $`Q`$ as follows:

$$Q(t_1,t_2)=a_st_1^2+a_st_2^22b_st_1t_2(a_sb_s)(t_1^2+t_2^2)\frac{1}{2}(t_1^2+t_2^2).$$

Now, for arbitrary $`L>1`$ we can estimate

$`J(L)`$ $`:={\displaystyle \frac{1}{2\pi }}{\displaystyle _{L\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}}{\displaystyle _{\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}}{\displaystyle \underset{s\sigma _1}{}}\left({\displaystyle \frac{D_jD_k}{D_jD_kv_s^2}}\right)^{\frac{1}{2}}e^{\frac{1}{2}Q(t_1,t_2)}dt_1dt_2`$
$`{\displaystyle _{L\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}}{\displaystyle _{\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}}{\displaystyle \underset{s\sigma _1}{}}e^{\frac{1}{4}(t_1^2+t_2^2)}dt_1dt_2`$
$`_\alpha {\displaystyle \frac{|\sigma _1|}{L\mathrm{log}P}}e^{\frac{\alpha ^2}{4}(L^2+1)\mathrm{log}P}{\displaystyle \frac{K_3m^2}{L\mathrm{log}P}}P^{\frac{\alpha ^2(L^2+1)}{4}},`$
where $`K_3=K_3(\alpha )`$ is a constant. Choose $`L=3`$ and take into account (\*) to get

$$J(3)<K_4P^{\frac{3}{2}\alpha ^2}\left(\underset{j=1}{\overset{m}{}}𝖯(\mathrm{\Psi }_j)\right)^2$$
$`()`$
with a constant $`K_4=K_4(\alpha )>0`$.

Notice that

$$\mathrm{\Sigma }_12J(3)+\frac{1}{2\pi }_{\alpha \sqrt{\mathrm{log}P}}^{3\alpha \sqrt{\mathrm{log}P}}_{\alpha \sqrt{\mathrm{log}P}}^{3\alpha \sqrt{\mathrm{log}P}}\underset{s\sigma _1}{}\sqrt{a_s}e^{\frac{1}{2}Q(t_1,t_2)}dt_1dt_2.$$

Now, in order to finish the proof of (15) it remains to compare the expression

$$A:=\frac{1}{2\pi }\underset{s\sigma _1}{}\sqrt{a_s}e^{\frac{1}{2}Q(t_1,t_2)}$$

with the expression $`B:=(2\pi )^1|\sigma _1|\mathrm{exp}\{\frac{1}{2}(t_1^2+t_2^2)\}`$ on the square $`\alpha \sqrt{\mathrm{log}P}t_1,t_23\alpha \sqrt{\mathrm{log}P}`$. In fact, if we show that $`AB(1+K_5P^{q_0})`$ with a constant $`K_5(\alpha ,\delta )>0`$, then integrating this inequality we get

$`{\displaystyle \frac{1}{2\pi }}`$ $`{\displaystyle _{\alpha \sqrt{\mathrm{log}P}}^{3\alpha \sqrt{\mathrm{log}P}}}{\displaystyle _{\alpha \sqrt{\mathrm{log}P}}^{3\alpha \sqrt{\mathrm{log}P}}}{\displaystyle \underset{s\sigma _1}{}}\sqrt{a_s}\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}Q(t_1,t_2)\right\}dt_1dt_2<`$
$`<(1+K_5P^{q_0}){\displaystyle _{\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}}{\displaystyle _{\alpha \sqrt{\mathrm{log}P}}^{\mathrm{}}}{\displaystyle \frac{|\sigma _1|}{2\pi }}\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}(t_1^2+t_2^2)\right\}𝑑t_1𝑑t_2`$
$`=(1+K_5P^{q_0}){\displaystyle \underset{s\sigma _1}{}}𝖯(\mathrm{\Psi }_j)𝖯(\mathrm{\Psi }_k).`$
This inequality combined with (\**) and (\***) would imply (15) and, thus, prove the lemma.

Split the index set $`\sigma _1`$ into the subsets

$$\sigma _i:=\{s\sigma _1:2^ir^2|v_s|<2^{i+1}r^2\},i=6,7,\mathrm{}.$$

Clearly, $`\sigma _1=_{i6}\sigma _i`$. Chebyshev’s inequality for $`|\sigma _i|`$ implies

$$|\sigma _i|2^ir^2\underset{s\sigma _1}{}|v_s|c_0r^2m^2R^\delta $$

and, consequently,

$$|\sigma _i|\mathrm{min}(m^2,2^ic_0m^2R^\delta ).$$

Taking into account that $`D_jr^2`$ for $`s\sigma _i`$ we have

$$\begin{array}{c}\left|(a_s1)(t_1^2+t_2^2)2b_st_1t_2\right|\left(|a_s1|+|b_s|\right)(t_1^2+t_2^2)=\hfill \\ \hfill =\frac{|v_s|}{\sqrt{D_jD_k}|v_s|}(t_1^2+t_2^2)<2^{2i}(t_1^2+t_2^2)2^{7i}\alpha ^2\mathrm{log}P\end{array}$$

in the domain $`\alpha \sqrt{\mathrm{log}P}t_1,t_23\alpha \sqrt{\mathrm{log}P}`$. Moreover, it is easy to see that if $`s\sigma _i`$ and $`i6`$, then

$$\sqrt{a_s}=\left(\frac{D_jD_k}{D_jD_kv_s^2}\right)^{1/2}=\left(1+\frac{v_s^2}{D_jD_kv_s^2}\right)^{1/2}1+2^{32i}.$$

Gathering all these facts, we get

$$A\frac{B}{|\sigma _1|}S,$$

$$\text{where}S:=\underset{i=6}{\overset{\mathrm{}}{}}|\sigma _i|(1+2^{32i})e^{\frac{1}{2}2^{7i}\alpha ^2\mathrm{log}P}=\underset{i=6}{\overset{[2q_0\mathrm{log}_2P]}{}}+\underset{i>[2q_0\mathrm{log}_2P]}{\overset{\mathrm{}}{}}=:S_1+S_2.$$

Taking into account that $`q_0=\mathrm{min}(\frac{1}{3}(\delta \alpha ^2),\frac{3}{2}\alpha ^2)`$, we estimate

$$S_1\underset{i=6}{\overset{[2q_0\mathrm{log}_2P]}{}}2^ic_0m^2R^\delta (1+2^9)P^{\alpha ^2}4c_0m^2P^{\alpha ^2+2q_0}R^\delta K_6R^{q_0}|\sigma _1|,$$

where $`K_6=K_6(c_0)>0`$ is a constant.

To estimate $`S_2`$ notice that $`P^{2^6\alpha ^2P^{2q_0}}<(1+K_7P^{q_0})`$, where $`K_7(\alpha ,q_0)>0`$ is a constant. Thus,

$$S_2\underset{i>[2q_0\mathrm{log}_2P]}{}|\sigma _i|(1+8P^{4q_0})(1+K_7P^{q_0})|\sigma _1|(1+K_8P^{q_0}),$$

where $`K_8=8+9K_7`$. Therefore,

$$S\left(1+(K_6+K_8)P^{q_0}\right)|\sigma _1|$$

and $`AB(1+K_5P^{q_0})`$. This completes the proof of the inequality (15) and Lemma 3.

###### Remark 1.

In Lemma 3 the power parameter $`q_0(\alpha ,\delta )`$ is not optimally chosen. It is not difficult to show that the inequality (15) stays true, provided $`q_0=q_0(\alpha ,\delta ,\epsilon )=\mathrm{min}\{\frac{1}{2}(\delta \alpha ^2),\frac{3}{2}\alpha ^2\}\epsilon >0`$ for arbitrarily small $`\epsilon `$. (In order to check this it suffices to draw a sharper estimate for the sum $`S`$). However, in this case the constant $`C_7`$ in the inequality (15) would depend also on $`\epsilon >0`$. Moreover, somewhat more advanced modification of the proof enables to derive (15) with parameter $`q_0=\frac{1}{2}(\delta \alpha ^2)\epsilon `$.

Proof of Lemma 4. Since the random vector $`(h_j)_1^m`$ satisfies the assumption of Lemma 3 it follows that the estimate (15) for the events $`\{\mathrm{\Psi }_j\}_{j=1}^m`$ with the power parameter $`q_0=\frac{1}{3}(\delta \alpha ^2)`$ holds. Thus, to prove (18) it suffices to show that for arbitrary $`\alpha <\alpha _0`$ the following inequalities take place:

$`{\displaystyle \underset{j=1}{\overset{m}{}}}𝖯\left(\mathrm{\Psi }_j(\alpha )\right)`$ $`\left(1+L_1P^{q_1}\right){\displaystyle \underset{j=1}{\overset{m}{}}}𝖯\left(U_j(\alpha )\right);`$ (20)
$`{\displaystyle \underset{j,k=1}{\overset{m}{}}}𝖯\left(U_j(\alpha )U_k(\alpha )\right)`$ $`{\displaystyle \underset{j,k=1}{\overset{m}{}}}𝖯\left(\mathrm{\Psi }_j(\alpha )\mathrm{\Psi }_k(\alpha )\right)+{\displaystyle \frac{L_2}{P^{q_2}}}\left({\displaystyle \underset{j=1}{\overset{m}{}}}𝖯\left(\mathrm{\Psi }_j(\alpha )\right)\right)^2,`$ (21)
where the constants $`q_1`$$`q_2q^{}`$ and $`L_1`$$`L_2>0`$ depend only on $`\alpha `$, $`c_0`$, $`\delta `$, $`\delta _i`$, $`M_i`$, $`i=1,2,3`$.

Notice that

$$𝖯\left(\mathrm{\Psi }_j(\alpha )\right)=\frac{1}{2\pi D_j}_{\alpha \sqrt{D_j\mathrm{log}P}}^{\mathrm{}}e^{\frac{y^2}{2D_j}}𝑑y_\alpha \frac{P^{\alpha ^2/2}}{\alpha \sqrt{\mathrm{log}P}}.$$
(22)
Thus, for all $`\alpha ^2<\delta _1`$ we have (see (16))

$`𝖯\left(U_j(\alpha )\right)`$ $`_\alpha 𝖯\left(\mathrm{\Psi }_j(\alpha )\right);`$ (23)
$`M_1P^{\delta _1}`$ $`L_3P^{\delta _1+\alpha ^2}𝖯\left(\mathrm{\Psi }_j(\alpha )\right)`$
with a constant $`L_3(\alpha ,\delta _1,M_1)`$. Taking into account (16), we get the inequality (20) with parameter $`q_1=\delta _1\alpha ^2`$.

In order to prove (21) let us recall that according to the Lemma assumption

$$|\sigma ^c|\text{card}\{(j,k):jk,(j,k)\sigma \}M_3m^2P^{\delta _3}.$$

Thus, for all $`\alpha ^2<\delta _1`$ we get (see (23))

$$\underset{(j,k)\sigma ^c}{}𝖯(U_jU_k)M_3m^2P^{\delta _3}\underset{1jm}{\mathrm{max}}𝖯(U_j)L_4m^2P^{\delta _3}\frac{P^{\alpha ^2/2}}{\sqrt{\mathrm{log}P}}$$

with a constant $`L_4(\alpha ,\delta _1,\delta _3,M_1,M_3)`$. Using (22) and (23), for $`\alpha ^2<\mathrm{min}\{\delta _1,\delta _3\}`$ we get

$$\underset{(j,k)\sigma ^c}{}𝖯\left(U_j(\alpha )U_k(\alpha )\right)L_5P^{\delta _3+\alpha ^2}\left(\underset{j=1}{\overset{m}{}}𝖯\left(\mathrm{\Psi }_j(\alpha )\right)\right)^2.$$

Hence, to prove (21) we can neglect the summation over $`\sigma ^c`$ on the left-hand side.

Notice, when $`\alpha ^2<\delta _1`$ the estimate (23) implies

$$\underset{j=1}{\overset{m}{}}𝖯\left(U_j(\alpha )\right)L_5P^{1+\alpha ^2}\left(\underset{j=1}{\overset{m}{}}𝖯\left(\mathrm{\Psi }_j(\alpha )\right)\right)^2$$

with a constant $`L_5(\alpha ,\delta _1,M_1)`$. Therefore, to prove (21) we can also neglect summation over the pares $`\{(j,k):j=k\}`$ on the left-hand side.

Now, to prove (21) it remains to notice that the assumption (17) implies

$$\underset{(j,k)\sigma }{}𝖯\left(U_j(\alpha )U_k(\alpha )\right)\underset{(j,k)\sigma }{}𝖯\left(\mathrm{\Psi }_j(\alpha )\mathrm{\Psi }_k(\alpha )\right)+M_2m^2P^{\delta _2}.$$

Taking into account (22), for $`\alpha ^2<\mathrm{min}\{\delta _1,\delta _2\}`$ we can estimate the error term as follows:

$$M_2m^2P^{\delta _2}L_6P^{\frac{5}{6}(\delta _2\alpha ^2)}\left(\underset{j=1}{\overset{m}{}}𝖯\left(\mathrm{\Psi }_j(\alpha )\right)\right)^2,$$

where $`L_6=L_6(\alpha ,\delta _1,\delta _2,M_1,M_2)`$ is a constant. Thus, the inequality (21) is proved with the constants $`L_2=L_4+L_5+L_6`$ and $`q_2=\mathrm{min}\{\frac{5}{6}(\delta _2\alpha ^2),\delta _3\alpha ^2\}`$.

The inequalities (20), (21), combined with (15), prove (18) with $`q^{}=\mathrm{min}\{q_0,q_1,q_2\}`$, where $`q_0=\mathrm{min}(\frac{1}{3}(\delta 2\alpha ^2),\frac{3}{2}\alpha ^2)`$ is the power parameter in (15). The proof of Lemma 4 is completed.

###### Remark 2.

A simple modification to the proof of Theorem A in , which would involve Lemmas 24, enables one to establish the estimate (5) with the power parameter $`q`$ arbitrarily chosen from $`(0,\frac{3}{11}(12p))`$. Moreover, if we took unto account Remark 1 and made some simple refinements in Lemmas 3 and 4, then we could prove (5) with the parameter $`q`$ from the interval $`(0,(12p)/2)`$, however in this case the constants $`C_1`$, $`C_2`$ would depend on $`q`$. In  one can find a detailed proof of Theorem A for the case $`q=(12p)/4`$.

Central Limit Theorem. For the proof of the main result we need to apply a version of 2-dimensional central limit theorem with an estimate of the error term. We shall use in one- and two-dimensional case the following result due to Rotar’  (or see Corollary 17.2 in ):

###### Proposition 1.

Let $`\{X_i\}_{i=1}^N`$ be a set of independent random vectors in $`^d`$, satisfying $`𝖤X_i=0`$, $`1iN`$, then

$$\underset{A𝒞}{sup}|P_N(A)\mathrm{\Phi }_{0,V}(A)|K_1(d)N^{1/2}m_3\lambda ^{3/2},$$

where $`P_N(A)`$ is the probability of the event that $`N^{1/2}_{i=1}^NX_i`$ belongs to the set $`A`$, $`𝒞`$ denotes the class of all Borel convex sets in $`^d`$, $`K_1(d)<\mathrm{}`$ is a constant,

$$m_3:=\frac{1}{N}\underset{i=1}{\overset{N}{}}𝖤|X_i|^3,$$

$`\lambda `$ is the smallest eigenvalue of the matrix $`V=N^1_{i=1}^N\text{cov}(X_i)`$, $`\text{cov}(X_i)`$ denotes the covariance matrix of vector $`X_i`$, finally, $`\mathrm{\Phi }_{0,V}`$ denotes the Gaussian measure on $`^d`$ with the density

$$\varphi _{0,V}(Y):=(2\pi )^{d/2}(detV)^{1/2}\mathrm{exp}\left\{\frac{1}{2}(Y,V^1Y)\right\},Y^d.$$

## 3. Proof of Theorem 1

Theorem 1 is a direct corollary of more general Theorem 1 and Khinchin’s inequality.

Theorem 1. Let $`\{f_i\}_{i=1}^n`$ be a system of functions on a probability space $`(X,\mu )`$, satisfying

* $`f_i_1=1`$ for all $`i=1,\mathrm{},n`$;
$`_{i=1}^n\theta _if_i_1Mn^{\frac{1}{2}+p_1}`$ for all choices of signs $`\theta _i=\pm 1`$;
$`(_{i=1}^n|f_i|^2)^{1/2}_1Mn^{\frac{1}{2}+p_2}`$, where $`M`$, $`p_1,p_20`$ are some constants, satisfying $`p_1+2p_2<\frac{1}{2}`$ and $`p_2<\frac{1}{12}`$.

Let $`\{\xi _i\}_{i=1}^n`$ be a system of independent random variables on another probability space $`(\mathrm{\Omega },𝖯)`$, satisfying $`𝖤\xi _i=0`$, $`𝖤|\xi _i|^2=1`$ and $`𝖤|\xi _i|^3M^3`$. Then whenever $`mn`$ for random polynomial (1) the estimates (7) and (8) hold with some constants $`q=q(p_1,p_2)>0`$, $`C_j=C_j(p_1,p_2,M)>0`$, $`j=1,2,3`$. (These constants, of course, are not the same as the constants from the statement of Theorem A.)

To deduce Theorem 1 from Theorem 1 it suffices to notice that validity of condition (d), combined with integrated over $`xX`$ Khinchin’s inequality (e.g. see ) for the sum $`r_i(\omega )f_i(x)`$ with fixed $`x`$, where $`r_i`$ are the Rademacher functions, implies

$$\left(\underset{i=1}{\overset{n}{}}|f_i|^2\right)^{\frac{1}{2}}_1\text{const}𝖤_X\left|\underset{i=1}{\overset{n}{}}r_i(\omega )f_i(x)\right|𝑑\mu (x)M^{}(M)n^{\frac{1}{2}+p}.$$

Thus, if condition (d) holds with parameter $`p=p_1`$, the condition (d) holds with $`p_2p_1`$ and, consequently, if $`p_1<\frac{1}{12}`$, then $`p_1+2p_2<1/2`$ automatically.

Theorem 1, like Theorem A, is based on the central limit theorem (Proposition 1), however its proof requires essentially subtler preparatory work. Roughly speaking, the reason for this is that while the basis functions $`\{f_i\}`$ were supposed to be uniformly bounded in $`L_{2+\epsilon }`$ it was possible to find a ‘‘sufficiently large’’ set $`EX`$ such that

$$\frac{_{i=1}^n|f_i(x)|^3}{\left(_{i=1}^n|f_i(x)|^2\right)^{3/2}}\text{const}n^ϵ,xE,$$
(24)
with some $`ϵ>0`$. This inequality is needed to estimate the error term after the application of the central limit theorem. Such a trick was used to prove (5), (6) in  (and before that it had been uses in  to prove similar estimates for the uniform norm).

However, in the assumptions of Theorem 1 there may be no point $`xX`$ such that (24) holds. As a corresponding example take the functions $`f_i:=r_i+n^q\chi _i`$, where $`r_i`$ are the Rademacher functions, $`\chi _i`$ are the characteristic functions of the intervals $`(\frac{i1}{n},\frac{i}{n})`$ and $`\frac{1}{3}<q<\frac{7}{12}`$. (You can normalize $`f_i`$ in $`L_1`$ to make the example more appropriate for Theorem 1.) For such functions the condition (d) holds with $`p=\mathrm{max}\{0,q\frac{1}{2}\}<\frac{1}{12}`$, however the inequality (24) fails a.e. on $`[0,1]`$. Thus, one cannot directly apply Proposition 1, as well as the other versions of the central limit theorem, for the sums $`_1^n\xi _if_i(x)`$. Nevertheless, the condition (d) reserves a possibility for ‘‘sufficiently large’’ set of points $`xX`$ to pick out ‘‘long enough’’ subsum $`_{i_x}\xi _if_i(x)`$ for which the estimate (24) holds and, consequently, the central limit theorem can be applied. It turns out that the index set $`_x`$ may depend on $`x`$, for this reason there arise some difficulties with the transfer of estimates for subsums to the case of original polynomial.

Proof of Theorem 1. Without loss of generality assume $`2mn^{\epsilon _1}1`$ with some fixed $`\epsilon _1=\epsilon _1(p_1,p_2)(0,\frac{1}{2})`$, whose value will be explicitly set later. Moreover, since $`f_{m,\mathrm{}}`$ depends only on the distribution of $`f`$ (see (4)) and $`L_1[0,1]`$ contains equimeasurable copy of vector $`(f_j)_1^n`$ we can suppose that $`X=[0,1]`$ with standard Lebesque measure. The last means that we can use Theorem 2.

Step 1. For each $`xX`$ define the index set

$$𝒜(x)𝒜_x:=\{k:1kn,|f_k(x)|n^{\frac{1}{2}\epsilon _1}\underset{j=1}{\overset{n}{}}|f_j(x)|\}.$$

By Chebyshev’s inequality we get $`|𝒜_x^c|n^{\frac{1}{2}+\epsilon _1}`$ and $`|𝒜_x|nn^{\frac{1}{2}+\epsilon _1}`$. For each $`xX`$ define a smaller index set: $`\mathrm{\Lambda }(x)\mathrm{\Lambda }_x𝒜_x`$ such that $`|\mathrm{\Lambda }_x|=n[n^{\frac{1}{2}+2\epsilon _1}]`$ and at every $`x`$ the set $`\mathrm{\Lambda }_x`$ indexes the $`n[n^{\frac{1}{2}+2\epsilon _1}]`$ least values of $`|f_k(x)|`$. In order to define the set $`\mathrm{\Lambda }_x`$ formally and provide it with an additional property that for all $`k\{1,\mathrm{},n\}`$ the set $`\{x:k\mathrm{\Lambda }(x)\}`$ is $`\mu `$-measurable we use the following inductive procedure. Let

$`k_1(x)`$ $`:=\mathrm{min}\{k\{1,\mathrm{},n\}:|f_k(x)||f_i(x)|i=1,\mathrm{},n\};`$
$`𝒦_1(x)`$ $`:=\{1,\mathrm{},n\}\{k_1(x)\}.`$
Assume that $`k_l(x)`$, $`𝒦_l(x)`$ for $`l=1,\mathrm{},j1`$ are defined and set

$`k_j(x)`$ $`:=\mathrm{min}\left\{k𝒦_{j1}(x):|f_k(x)||f_i(x)|i𝒦_{j1}(x)\right\};`$
$`𝒦_j(x)`$ $`:=𝒦_{j1}(x)\{k_j(x)\}.`$
It is easy to show that the indices $`k_j(x)`$, $`j=1,\mathrm{},n`$, are measurable functions of $`x`$. Set $`\mathrm{\Lambda }_x:=\{1,\mathrm{},n\}𝒦_{[n^{1/2+2\epsilon _1}]}(x).`$ Clearly, $`|\mathrm{\Lambda }_x|=n[n^{\frac{1}{2}+2\epsilon _1}]`$, $`\mathrm{\Lambda }_x𝒜_x`$ and

$$_X\underset{k\mathrm{\Lambda }_x^c}{}|f_k(x)|d\mu (x)_X\sqrt{|\mathrm{\Lambda }_x^c|}\left(\underset{k=1}{\overset{n}{}}|f_k|^2\right)^{1/2}𝑑\mu (x)Mn^{\frac{3}{4}+p_2+\epsilon _1}.$$

and, consequently,

$$_X\underset{k\mathrm{\Lambda }_x}{}|f_k(x)|d\mu (x)nMn^{\frac{3}{4}+p_2+\epsilon _1}.$$

Non-triviality of this estimate will be ensured by the choice of $`\epsilon _1`$, satisfying $`\frac{3}{4}+p_2+\epsilon _1<1`$.

Step 2. Set

$$X^{}:=\{xX:\underset{k\mathrm{\Lambda }_x}{}|f_k(x)|\frac{1}{3}\underset{k=1}{\overset{n}{}}|f_k(x)|\}$$

and notice that $`_{XX^{}}_{k\mathrm{\Lambda }_x}|f_k|\frac{1}{3}_X_{k=1}^n|f_k|=n/3`$. Therefore, for sufficiently large333As usual, the case of small $`n`$ can be dealt by increasing or reducing some constants. $`nn_0(\epsilon _1+p_2,M)`$ we have

$$_X^{}\underset{\mathrm{\Lambda }_x}{}|f_k|nMn^{\frac{3}{4}+p_2+\epsilon _1}\frac{n}{3}\frac{n}{2}.$$

Hölder’s inequality for the function

$$F_2(x):=\left(\underset{k\mathrm{\Lambda }_x}{}|f_k(x)|^2\right)^{1/2}$$

implies

$$_X^{}F_2(x)𝑑\mu (x)_X^{}|\mathrm{\Lambda }_x|^{\frac{1}{2}}\underset{k\mathrm{\Lambda }_x}{}|f_k|d\mu (x)\frac{\sqrt{n}}{2}.$$

Notice, if $`xX^{}`$ and an index set $`I_x𝒜_x`$ satisfies $`|I_x||\mathrm{\Lambda }_x|`$, then by the definitions of $`\mathrm{\Lambda }_x`$ and $`𝒜_x`$ we get

$`{\displaystyle \underset{kI_x}{}}|f_k(x)|^3`$ $`\left({\displaystyle \underset{kI_x}{}}|f_k(x)|^2\right)\underset{kI_x}{\mathrm{max}}\left\{|f_k(x)|\right\}\left({\displaystyle \underset{kI_x}{}}|f_k(x)|^2\right)n^{\frac{1}{2}\epsilon _1}{\displaystyle \underset{k=1}{\overset{n}{}}}|f_k(x)|`$
$`n^{\frac{1}{2}\epsilon _1}\left({\displaystyle \underset{kI_x}{}}|f_k(x)|^2\right)3\left({\displaystyle \underset{k\mathrm{\Lambda }_x}{}}|f_k(x)|\right)`$
$`3n^{\frac{1}{2}\epsilon _1}|\mathrm{\Lambda }_x|^{\frac{1}{2}}\left({\displaystyle \underset{kI_x}{}}|f_k(x)|^2\right)^{3/2}3n^{\epsilon _1}\left({\displaystyle \underset{kI_x}{}}|f_k(x)|^2\right)^{3/2}.`$
Thus

$$\frac{_{kI_x}|f_k(x)|^3}{\left(_{kI_x}|f_k(x)|^2\right)^{3/2}}3n^{\epsilon _1}.$$
(25)
We shall need this inequality to estimate the error term in the central limit theorem.

Step 3. Define the sets

$$E_{\mathrm{}}:=\{xX^{}:\frac{\sqrt{n}}{4}2^\mathrm{}1F_2(x)<\frac{\sqrt{n}}{4}2^{\mathrm{}}\},\mathrm{}=1,2,\mathrm{}.$$

Assuming $`n`$ sufficiently large to ensure that

$$\frac{\sqrt{n}}{2}_X^{}F_2Mn^{\frac{1}{2}+p_2},$$

for arbitrary $`\epsilon _2>0`$ we have

$$\mu \{xX^{}:F_2(x)\frac{\sqrt{n}}{4}2^{n^{\epsilon _2}}\}\frac{4}{\sqrt{n}}2^{n^{\epsilon _2}}_X^{}F_2𝑑\mu <4Mn^{p_2}2^{n^{\epsilon _2}}.$$
(26)
Notice

$$\underset{\mathrm{}=1}{\overset{\mathrm{}}{}}_E_{\mathrm{}}F_2𝑑\mu =\underset{\{F_2\frac{\sqrt{n}}{4}\}X^{}}{}F_2𝑑\mu \frac{\sqrt{n}}{4}$$

so that at least one of the following cases takes place:

* $`\underset{1\mathrm{}<n^{\epsilon _2}}{}\underset{E_{\mathrm{}}}{}F_2\sqrt{n}/8`$;
* $`\underset{\mathrm{}n^{\epsilon _2}}{}\underset{E_{\mathrm{}}}{}F_2>\sqrt{n}/8`$.

Assume first that (i) holds. Define the following index set

$$:=\{1\mathrm{}<n^{\epsilon _2}:_E_{\mathrm{}}F_2\frac{n^{\frac{1}{2}\epsilon _2}}{16}\}$$

and notice that $`\underset{\mathrm{}}{}_E_{\mathrm{}}F_2\frac{\sqrt{n}}{16}`$. Denote

$$\mu _{\mathrm{}}:=\mu E_{\mathrm{}};\rho _{\mathrm{}}:=\frac{\sqrt{n}}{4}2^\mathrm{}1.$$

It is easy to see that in the case (i) we have

$$\underset{\mathrm{}}{}\mu _{\mathrm{}}\rho _{\mathrm{}}\frac{\sqrt{n}}{32};\mu _{\mathrm{}}\rho _{\mathrm{}}\frac{n^{\frac{1}{2}\epsilon _2}}{32}\text{for all }\mathrm{}.$$

Further, on steps 5–11 we shall deal with the case (i) only. The case (ii) is simpler and we shall consider it on the final step 12.

Step 4. Assume $`𝒥_x\{1,\mathrm{},n\}`$ is an index set (which may depend on $`xX`$), satisfying $`|𝒥_x|nn^{\frac{1}{2}+2ϵ}`$ ($`ϵ<1/4`$), and for each $`k_0`$ the set $`\{xX:k_0𝒥_x\}`$ is $`\mu `$-measurable. Then for an arbitrary set of signs $`\theta _k=\pm 1`$, $`k=1,\mathrm{},n`$, it follows that

$`{\displaystyle _X}\left|{\displaystyle \underset{k𝒥_x}{}}\theta _kf_k(x)\right|𝑑\mu (x)`$ $`{\displaystyle _X}\left|{\displaystyle \underset{k=1}{\overset{n}{}}}\theta _kf_k(x)\right|𝑑\mu (x)+{\displaystyle _X}|{\displaystyle \underset{k𝒥_x^c}{}}\theta _kf_k(x)|𝑑\mu (x)`$
$`Mn^{\frac{1}{2}+p_1}+{\displaystyle _X}\sqrt{|𝒥_x^c|}\left({\displaystyle \underset{k=1}{\overset{n}{}}}|f_k(x)|^2\right)^{1/2}𝑑\mu (x)`$
$`Mn^{\frac{1}{2}+p_1}+Mn^{\frac{3}{4}+p_2+ϵ}2Mn^{\frac{1}{2}+\mathrm{max}\{p_1,p_2+\frac{1}{4}+ϵ\}}.`$
Therefore, by Lemma 1 for arbitrary coefficients $`\{a_k\}_1^n`$ we have

$$_X\left|\underset{k𝒥_x}{}a_kf_k\right|𝑑\mu (x)Cn^{\frac{1}{4}+\frac{1}{2}\mathrm{max}\{p_1,p_2+\frac{1}{4}+ϵ\}}\left(\underset{k=1}{\overset{n}{}}|a_k|^2\right)^{\frac{1}{2}}$$

with a constant $`C(M)>0`$.

Step 5. Let us choose the constants $`\epsilon _1,\epsilon _2,\epsilon _3>0`$ such that the following inequalities take place:

$$\begin{array}{cc}\hfill 2\epsilon _2+\epsilon _3& \frac{1}{4}(12p_14p_2);\hfill \\ \hfill \frac{\epsilon _1}{2}+2\epsilon _2+\epsilon _3& \frac{3}{2}\left(\frac{1}{12}p_2\right).\hfill \end{array}$$
(27)
The reasons for such a choice will be clear soon. To be definite we could set

$$2\epsilon _2=\frac{\epsilon _1}{2}=\epsilon _3:=\mathrm{min}\{\frac{1}{2}\left(\frac{1}{12}p_2\right),\frac{1}{8}(12p_14p_2)\}.$$

The constraints imposed on $`p_1`$ and $`p_2`$ ensure that $`\epsilon _1`$, $`\epsilon _2`$ and $`\epsilon _3`$ are positive.

Consider some $`E_{\mathrm{}}`$, $`\mathrm{}`$. For $`\overline{x}=(x_i)_1^m(E_{\mathrm{}})^m`$ set

$`(x_1,\mathrm{},x_m)`$ $`:={\displaystyle \underset{j=1}{\overset{m}{}}}𝒜_{x_j};`$
$`\phi (x_1,\mathrm{},x_m)`$ $`:={\displaystyle \frac{1}{m^2}}{\displaystyle \underset{\genfrac{}{}{0.0pt}{}{j,k=1}{jk}}{\overset{m}{}}}\left|{\displaystyle \underset{i(\overline{x})}{}}f_i(x_j)f_i(x_k)\right|.`$
Note that $`|(\overline{x})|nmn^{\frac{1}{2}+\epsilon _1}nn^{\frac{1}{2}+2\epsilon _1}`$. Using the fact that the set $`(x_1,\mathrm{},x_m)`$ and the function $`\phi (x_1,\mathrm{},x_m)`$ are invariant with respect to permutations of the coordinates $`(x_1,\mathrm{},x_m)`$, we get

$$\begin{array}{c}\frac{1}{\mu _{\mathrm{}}^m}\underset{(E_{\mathrm{}})^m}{}\phi (\overline{x})𝑑\mu ^m(\overline{x})=\frac{m(m1)}{m^2\mu _{\mathrm{}}^m}\underset{(E_{\mathrm{}})^m}{}|\underset{k(\overline{x})}{}f_k(x_1)f_k(x_2)|𝑑\mu ^m(\overline{x})\hfill \\ \hfill \frac{1}{\mu _{\mathrm{}}^m}\underset{(E_{\mathrm{}})^{m2}}{}\left\{\underset{X}{}\underset{X}{}|\underset{k(\overline{x})}{}f_k(x_1)f_k(x_2)|d\mu (x_1)d\mu (x_2)\right\}𝑑\mu ^{m2}(x_3,\mathrm{},x_m).\end{array}$$

Applying the arguments of Step 4 for the set $`(\overline{x})`$ б $`ϵ=\epsilon _1`$, we get

$$\begin{array}{c}_X_X\left|\underset{k(\overline{x})}{}f_k(x_1)f_k(x_2)\right|𝑑\mu (x_1)𝑑\mu (x_2)\hfill \\ \hfill Cn^{\frac{1}{4}+\frac{1}{2}\mathrm{max}\{p_1,p_2+\frac{1}{4}+\epsilon _1\}}_X\left(\underset{k=1}{\overset{n}{}}|f_k(x_1)|^2\right)^{1/2}𝑑\mu (x_1),\end{array}$$

which in turn implies

$$\frac{1}{\mu _{\mathrm{}}^m}_{(E_{\mathrm{}})^m}\phi (\overline{x})𝑑\mu (x_1)\mathrm{}𝑑\mu (x_m)\frac{CM}{\mu _{\mathrm{}}^2}n^{\frac{3}{4}+p_2+\frac{1}{2}\mathrm{max}\{p_1,p_2+\frac{1}{4}+\epsilon _1\}}.$$
(28)
We are going to show that there exists a set $`G_{\mathrm{}}(E_{\mathrm{}})^m`$ such that $`\mu ^mG_{\mathrm{}}\frac{1}{2}\mu _{\mathrm{}}^m`$ and

$$\phi (\overline{x})C_0\rho _{\mathrm{}}^2n^{\epsilon _3}$$

for all $`\overline{x}=(x_i)_1^mG_{\mathrm{}}`$ with some constants $`\epsilon _3`$, $`C_0(p_1,p_2,M)>0`$. Indeed, whenever $`\mathrm{}`$ we have $`\mu _{\mathrm{}}\rho _{\mathrm{}}2^5n^{\frac{1}{2}\epsilon _2}`$ which, combined with (28), implies

$$\frac{1}{\mu _{\mathrm{}}^m}_{(E_{\mathrm{}})^m}\phi (\overline{x})𝑑\mu ^m(\overline{x})CM2^{10}\rho _{\mathrm{}}^2n^{2\epsilon _21}n^{\frac{3}{4}+p_2+\frac{1}{2}\mathrm{max}\{p_1,p_2+\frac{1}{4}+\epsilon _1\}}CM2^{10}\rho _{\mathrm{}}^2n^{\epsilon _3},$$

where the constants $`\epsilon _1`$, $`\epsilon _2`$$`\epsilon _3`$ chosen positive and satisfying the inequalities (27). Thus, by Chebyshev’s inequality for the set

$$G_{\mathrm{}}:=\{\overline{x}E_{\mathrm{}}:\phi (\overline{x})CM2^{11}\rho _{\mathrm{}}^2n^{\epsilon _3}\},\mathrm{},$$

we have $`\mu ^mG_{\mathrm{}}\frac{1}{2}\mu _{\mathrm{}}^m`$.

Step 6. For every $`\mathrm{}`$ and $`(x_j)_1^mG_{\mathrm{}}`$ define the random vector $`\eta =(\eta _j)_1^m`$ by

$$\eta _j(\omega ):=|(\overline{x})|^{1/2}\underset{i(x_1,\mathrm{},x_m)}{}\xi _i(\omega )f_i(x_j).$$

We are going to show that

$$\underset{v^m}{sup}𝖯\left\{\underset{1jm}{\mathrm{max}}|\eta _j+v_j|\alpha \rho _{\mathrm{}}\sqrt{\frac{\mathrm{log}m}{|(\overline{x})|}}\right\}\frac{K_0}{m^q}$$
(29)
with some positive constants $`\alpha `$, $`K_0`$ and $`q`$ which depend only on $`p_1`$$`p_2`$$`M`$. Obviously, inequality (29) holds if

$$\underset{\theta _j=\pm 1}{\mathrm{min}}𝖯\left(\underset{j=1}{\overset{m}{}}\left\{\theta _j\eta _j\alpha \rho _{\mathrm{}}\left(\frac{\mathrm{log}m}{|(\overline{x})|}\right)^{1/2}\right\}\right)1\frac{K_0}{m^q}$$

(to see that it suffices to take $`\theta _j=\text{sign}(v_j)`$). To prove the latter inequality we show that

$$\underset{\theta _j=\pm 1}{\mathrm{min}}𝖯\left(\underset{j=1}{\overset{m}{}}\left\{\theta _j\eta _j\alpha \sqrt{d_{j,\mathrm{}}\mathrm{log}m}\right\}\right)1\frac{K_0}{m^q},$$
$`(\text{29}^{})`$
$$\text{where}d_{j,\mathrm{}}:=𝖣(\eta _j)=\frac{1}{|(\overline{x})|}\underset{i(\overline{x})}{}|f_i(x_j)|^2\frac{1}{|(\overline{x})|}\underset{i\mathrm{\Lambda }(x_j)}{}|f_i(x_j)|^2\frac{\rho _{\mathrm{}}^2}{|(\overline{x})|}.$$

(While estimating $`d_{j,\mathrm{}}`$ we used the definition of $`\mathrm{\Lambda }_x`$ and the fact that $`|(\overline{x})|nmn^{\frac{1}{2}+2\epsilon _1}|\mathrm{\Lambda }_x|`$.)

For a fixed set of signs $`\{\theta _j\}_1^m`$ ($`\theta _j=\pm 1`$) denote

$`U_j`$ $`=U_j(\alpha ):=\{\omega \mathrm{\Omega }:\theta _j\eta _j\alpha \sqrt{d_{j,\mathrm{}}\mathrm{log}m}\};`$
$`v_{j,k}`$ $`:={\displaystyle \frac{\theta _j\theta _k}{|(\overline{x})|}}{\displaystyle \underset{i(\overline{x})}{}}f_i(x_j)f_i(x_k),`$
and note that by the definition of the set $`G_{\mathrm{}}`$

$$\frac{1}{m^2}\underset{\genfrac{}{}{0.0pt}{}{j,k=1}{jk}}{\overset{m}{}}|v_{j,k}|C_0\rho _{\mathrm{}}^2n^{\epsilon _3}|(\overline{x})|^1.$$
(30)
In what follows we are going to demonstrate that the random variables $`\eta _j`$ are ‘‘almost’’ Gaussian and, moreover, ‘‘almost’’ parewise Gaussian. Then we apply Lemma 4 (with parameters $`R=n`$$`P=m`$) and establish for the events $`U_j`$ the following inequality:

$$\underset{j,k=1}{\overset{m}{}}𝖯\left(U_j(\alpha )U_k(\alpha )\right)(1+L_0m^q)\left(\underset{j=1}{\overset{m}{}}𝖯\left(U_j(\alpha )\right)\right)^2$$
(31)
with some constants $`L_0(p_1,p_2,M)`$, $`q(p_1,p_2)>0`$, this inequality with help of Lemma 2 implies (29). Thus, to prove (29) it suffices to prove (31). Steps 7 and 8 are devoted to the proof of (31).

Step 7. Let $`(h_j)_1^m`$ denote a Gaussian vector with zero mean and the covariances: $`𝖤h_jh_k=v_{j,k}`$ and $`\mathrm{\Psi }_j=\mathrm{\Psi }_j(\alpha ):=\{\omega :h_j>\alpha \sqrt{d_{j,\mathrm{}}\mathrm{log}m}\}`$. Note that

$$𝖯(\mathrm{\Psi }_j)=(2\pi d_{j,\mathrm{}})^{1/2}_{\alpha \sqrt{d_{j,\mathrm{}}\mathrm{log}m}}^{\mathrm{}}\mathrm{exp}\left(\frac{y^2}{2d_{j,\mathrm{}}}\right)𝑑y.$$

We are going to apply Lemma 4 to the vectors $`(\eta _j)_1^m`$ and $`(h_j)_1^m`$. In order to check the conditions (16), (17) we shall use Proposition 1.

Given fixed $`\overline{x}=(x_j)_1^mG_{\mathrm{}}`$ and a set of signs $`\{\theta _j\}_1^m`$, $`\theta _j=\pm 1`$, let us apply Proposition 1 to the set of random variables $`\left\{\theta _jf_i(x_j)\xi _i(\omega )\right\}_{i(\overline{x})}`$ for each $`1jm`$. Here $`N=|(\overline{x})|`$ and

$`m_3`$ $`={\displaystyle \frac{1}{|(\overline{x})|}}{\displaystyle \underset{k(\overline{x})}{}}𝖤|\xi _k|^3|f_k(x_j)|^3{\displaystyle \frac{M^3}{|(\overline{x})|}}{\displaystyle \underset{k(\overline{x})}{}}|f_k(x_j)|^3`$
$`\lambda `$ $`=V={\displaystyle \frac{1}{|(\overline{x})|}}{\displaystyle \underset{k(\overline{x})}{}}𝖤|\xi _k|^2|f_k(x_j)|^2=d_{j,\mathrm{}}.`$
Taking into account (25), we get

$$|(\overline{x})|^{1/2}m_3\lambda ^{3/2}3M^3n^{\epsilon _1}$$

and, consequently, by Proposition 1 applied for the variable $`\theta _j\eta _j`$ it follows that

$`|𝖯(U_j(\alpha ))𝖯(\mathrm{\Psi }_j(\alpha ))|`$ $`\left|𝖯(U_j(\alpha ))\left({\displaystyle \frac{1}{2\pi d_{j,\mathrm{}}}}\right)^{1/2}{\displaystyle _{\alpha \sqrt{d_{j,\mathrm{}}\mathrm{log}m}}^{\mathrm{}}}\mathrm{exp}\left\{{\displaystyle \frac{y^2}{2d_{j,\mathrm{}}}}\right\}𝑑y\right|`$
$`3K_1(1)M^3n^{\epsilon _1}.`$ (32)
Step 8. As in the proof of Lemma 3 set

$$\sigma _1:=\{(j,k):1jkm,|v_{j,k}|<\frac{\rho _{\mathrm{}}^2}{8|(\overline{x})|}\}.$$

By Chebyshev’s inequality it follows that (see (30))

$$|\sigma _1^c|\frac{8|(\overline{x})|}{\rho _{\mathrm{}}^2}\underset{\genfrac{}{}{0.0pt}{}{j,k=1}{jk}}{\overset{m}{}}|v_{j,k}|8C_0m^2n^{\epsilon _3}8C_0m^{2\epsilon _3/\epsilon _1}.$$
(33)
(We used the assumption that $`mn^{\epsilon _1}`$).

To apply Lemma 4 and, thus, to prove (31) it remains to demonstrate that an estimate of type (17) holds for all $`(j,k)\sigma _1`$.

For a fixed pare $`s=(j,k)\sigma _1`$ consider the following set of random vectors in $`^2`$:

$$\left\{(\frac{\theta _j\xi _i(\omega )f_i(x_j)}{\sqrt{d_{j,\mathrm{}}}},\frac{\theta _k\xi _i(\omega )f_i(x_k)}{\sqrt{d_{k,\mathrm{}}}})\right\}_{i(x_1,\mathrm{},x_m)}.$$

Apply Proposition 1 to this set. Here

$`m_3^s`$ $`={\displaystyle \frac{1}{|(\overline{x})|}}{\displaystyle \underset{i(\overline{x})}{}}𝖤|\xi _i|^3\left({\displaystyle \frac{|f_i(x_j)|^2}{d_{j,\mathrm{}}}}+{\displaystyle \frac{|f_i(x_k)|^2}{d_{k,\mathrm{}}}}\right)^{3/2};`$
$`V^s`$ $`={\displaystyle \frac{1}{|(\overline{x})|}}\left(\begin{array}{c}\underset{i(\overline{x})}{}\frac{|f_i(x_j)|^2}{d_{j,\mathrm{}}}\hfill \\ \frac{\theta _j\theta _k}{\sqrt{d_{j,\mathrm{}}d_{k,\mathrm{}}}}\underset{i(\overline{x})}{}f_i(x_j)f_i(x_k)\hfill \end{array}\begin{array}{c}\hfill \frac{\theta _j\theta _k}{\sqrt{d_{j,\mathrm{}}d_{k,\mathrm{}}}}\underset{i(\overline{x})}{}f_i(x_j)f_i(x_k)\\ \hfill \underset{i(\overline{x})}{}\frac{|f_i(x_k)|^2}{d_{k,\mathrm{}}}\end{array}\right).`$
Therefore,

$$V^s=\left(\begin{array}{cc}1& \frac{v_s}{\sqrt{d_{j,\mathrm{}}d_{k,\mathrm{}}}}\\ \frac{v_s}{\sqrt{d_{j,\mathrm{}}d_{k,\mathrm{}}}}& 1\end{array}\right).$$

Since $`s\sigma _1`$, we can estimate:

$$detV^s=1\frac{v_s^2}{d_{j,\mathrm{}}d_{k,\mathrm{}}}1\frac{1}{64}\frac{1}{2}.$$

Since the matrix $`V^s`$ is positive definite both its eigenvalues: $`\lambda _2\lambda _1`$ are positive. Therefore, taking into account that $`\lambda _1+\lambda _2=\text{trace }V^s=2`$, we get

$$\frac{1}{2}detV^s=\lambda _2\lambda _12\lambda _1$$

so that $`\lambda _1>1/4`$. Taking into account (25) and the definition of $`d_{j,\mathrm{}}`$, $`(\overline{x})`$, we estimate

$$m_3^s8M^3|(\overline{x})|^{1/2}3n^{\epsilon _1}.$$

Thus, by Proposition 1 we have

$`|`$ $`𝖯(U_jU_k){\displaystyle \frac{1}{2\pi \sqrt{detV^s}}}{\displaystyle \underset{\alpha \sqrt{d_{j,\mathrm{}}\mathrm{log}m}}{\overset{\mathrm{}}{}}}{\displaystyle \underset{\alpha \sqrt{d_{k,\mathrm{}}\mathrm{log}m}}{\overset{\mathrm{}}{}}}e^{\frac{1}{2}(Y,(V^s)^1Y)}𝑑y_1𝑑y_2|`$
$`\left|𝖯(U_jU_k)𝖯(\mathrm{\Psi }_j\mathrm{\Psi }_k)\right|{\displaystyle \frac{K_1(2)m_3^s\lambda _1^{3/2}}{|(\overline{x})|^{1/2}}}<{\displaystyle \frac{200M^3K_1(2)}{n^{\epsilon _1}}}.`$ (34)
Now, equipped with the estimates (32), (33) and (34) we can apply Lemma 4 with parameters $`R=n`$, $`P=m`$, $`\delta _1=\delta _2=\epsilon _1`$ and $`\delta =\delta _3=\epsilon _3/\epsilon _1`$ to derive (31) and, thus, to prove (29) with some444In this work we do not try to choose the power parameter $`q`$ optimally. However, note if $`\alpha ^2=\frac{1}{4}(\frac{1}{12}p_1)`$ than Lemma 4 ensures (31) and (29) with $`q=\frac{1}{4}(\frac{1}{12}p_1)`$.  fixed $`\alpha >0`$$`q(p_1,p_2)>0`$.

Step 9. The aim of this step is to prove that

$$𝖯\left(\underset{j=1}{\overset{m}{}}\{\omega :\left|\underset{i=1}{\overset{n}{}}\xi _i(\omega )f_i(x_j)\right|\alpha \rho _{\mathrm{}}\sqrt{\mathrm{log}m}\}\right)K_0m^q$$
(35)
for $`(x_j)_1^mG_{\mathrm{}}`$, $`\mathrm{}`$. This inequality will easily follow from (29) and the following

###### Lemma 5.

Let $`\eta =(\eta _j)_1^m`$ and $`\eta ^c=(\eta _j^c)_1^m`$ be independent random vectors and let $`B^m`$ be an open or closed set, satisfying

$$\underset{v^m}{sup}𝖯\left\{\eta +vB\right\}p$$

with some fixed $`p(0,1)`$. Then $`𝖯\left\{\eta +\eta ^cB\right\}p.`$

Proof of Lemma 5. Let $`\chi (v,w)`$ denote the characteristic function of the set $`\{(v,w):v+wB\}^{2m}`$, then

$$𝖯\left\{\eta +\eta ^cB\right\}=_^m_^m\chi (v,w)𝑑F_{\eta |\eta ^c}(v|w)𝑑F_{\eta ^c}(w),$$

where $`F_{\eta |\eta ^c}(v|w)`$ is the conditional distribution of vector $`\eta `$ given $`\eta ^c`$ (see  for the definition), $`F_{\eta ^c}(w)`$ is the distribution of $`\eta ^c`$. Since the vectors $`\eta `$ and $`\eta ^c`$ are independent, we have $`F_{\eta |\eta ^c}(v|w)=F_\eta (v)`$ and

$`𝖯\left\{\eta +\eta ^cB\right\}`$ $`={\displaystyle _^m}{\displaystyle _^m}\chi (v,w)𝑑F_\eta (v)𝑑F_{\eta ^c}(w)`$
$`={\displaystyle _^m}𝖯\left\{\eta Bw\right\}𝑑F_{\eta ^c}(w)p`$
Lemma 5 is proved.$`\mathrm{}`$

Now, to deduce (35)555If we were only interested in estimates for the uniform norm of random polynomials (Corollary 1), then practically we could finish the proof on this step. Indeed, inequality (35) with $`m=[n^{\epsilon _1}]`$ proves Corollary 1 for the case (i) from Step 3. If the case (ii) takes place, then it suffices to apply Proposition 1 to $`\{f_i(x)\xi _i\}_{i𝒜(x)}`$ at a single point $`xE_{\mathrm{}}`$$`\mathrm{}>n^{\epsilon _1}`$, and, by Lemma 5, derive the desired estimate with a “great reserve.” from (29) it suffices to notice that the random vectors, defined by

$$\eta _j:=\frac{1}{\sqrt{|(\overline{x})|}}\underset{i(\overline{x})}{}\xi _if_i(x_j),\eta _j^c:=\frac{1}{\sqrt{|(\overline{x})|}}\underset{i=1}{\overset{n}{}}\xi _if_i(x_j)\eta _j,$$

are independent and apply Lemma 5 to these vectors with parameter $`p=K_0m^q`$ and $`B:=\{(y_j)_1^m^m:|y_j|\alpha \rho _{\mathrm{}}\sqrt{\frac{\mathrm{log}m}{|(\overline{x})|}}\}`$.

Step 10. For $`\mathrm{}`$ set

$$\mathrm{\Omega }_{\mathrm{}}:=\{\omega \mathrm{\Omega }:\mu ^m\{\overline{x}G_{\mathrm{}}:\underset{1jm}{\mathrm{max}}\left|F_n(\omega ,x_j)\right|\alpha \rho _{\mathrm{}}\sqrt{\mathrm{log}m}\}\frac{\mu ^mG_{\mathrm{}}}{2}\}.$$

From (35) it follows that

$$\gamma :=𝖯\times \mu ^m\{(\omega ,\overline{x})\mathrm{\Omega }\times G_{\mathrm{}}:\underset{1jm}{\mathrm{max}}\left|F_n(\omega ,x_j)\right|\alpha \rho _{\mathrm{}}\sqrt{\mathrm{log}m}\}\left(1\frac{K_0}{m^q}\right)\mu ^mG_{\mathrm{}}.$$

Thus, we have

$$𝖯(\mathrm{\Omega }_{\mathrm{}})\mu ^mG_{\mathrm{}}+\left(1𝖯(\mathrm{\Omega }_{\mathrm{}})\right)\frac{\mu ^mG_{\mathrm{}}}{2}\gamma (1K_0m^q)\mu ^mG_{\mathrm{}}$$

and, therefore $`𝖯(\mathrm{\Omega }_{\mathrm{}})12K_0m^q`$.

We shall need the following

###### Lemma 6.

Let $`T_{\mathrm{}}0`$ be numbers, satisfying $`_{\mathrm{}=1}^LT_{\mathrm{}}=T`$ ($`L`$ may be infinite), and let $`\mathrm{\Omega }_{\mathrm{}}`$ be events, satisfying $`𝖯(\mathrm{\Omega }_{\mathrm{}})1p`$. Then

$$𝖯\left\{\underset{\mathrm{}=1}{\overset{L}{}}T_{\mathrm{}}I_\mathrm{\Omega }_{\mathrm{}}(\omega )\frac{T}{2}\right\}2p,$$

where $`I_\mathrm{\Omega }_{\mathrm{}}`$ are the indicators of $`\mathrm{\Omega }_{\mathrm{}}`$.

Proof of Lemma 6. Set $`q=𝖯(_{\mathrm{}=1}^LT_{\mathrm{}}I_\mathrm{\Omega }_{\mathrm{}}\frac{T}{2})`$, then

$$q\frac{T}{2}+(1q)T𝖤\underset{\mathrm{}=1}{\overset{L}{}}T_{\mathrm{}}I_\mathrm{\Omega }_{\mathrm{}}T(1p).$$

Therefore, $`q2p`$. Lemma 6 is proved.$`\mathrm{}`$

Let us apply Lemma 6 to the numbers $`T_{\mathrm{}}:=\mu _{\mathrm{}}\rho _{\mathrm{}}`$ and the events $`\mathrm{\Omega }_{\mathrm{}}`$ for $`\mathrm{}`$ with the parameter $`p=2K_0m^q`$. We derive that there exists an event $`\mathrm{\Omega }_0`$ and a subset $`_0(\omega )`$ such that $`\mathrm{\Omega }_0_\mathrm{}_0\mathrm{\Omega }_{\mathrm{}}`$,

$$𝖯(\mathrm{\Omega }_0)14K_0m^q$$

and (see Step 3)

$$\underset{\mathrm{}_0(\omega )}{}\mu _{\mathrm{}}\rho _{\mathrm{}}\frac{1}{2}\underset{\mathrm{}}{}\mu _{\mathrm{}}\rho _{\mathrm{}}\frac{\sqrt{n}}{64}\text{a.s. on}\mathrm{\Omega }_0$$
(36)
Step 11. For $`\mathrm{}`$ set

$$\mathrm{\Delta }_{\mathrm{}}(\omega ):=\{xE_{\mathrm{}}:|F_n(\omega ,x)|\alpha \rho _{\mathrm{}}\sqrt{\mathrm{log}m}\}.$$

Almost surely on $`\mathrm{\Omega }_{\mathrm{}}`$ we have

$`(\mu E_{\mathrm{}})^m\left(\mu E_{\mathrm{}}\mu \mathrm{\Delta }_{\mathrm{}}\right)^m`$ $`=\mu ^m\{\overline{x}E_{\mathrm{}}^m:\underset{1jm}{\mathrm{max}}|F_n(\omega ,x_j)|\alpha \rho _{\mathrm{}}\sqrt{\mathrm{log}m}\}`$
$`{\displaystyle \frac{\mu ^mG_{\mathrm{}}}{2}}{\displaystyle \frac{(\mu E_{\mathrm{}})^m}{4}}{\displaystyle \frac{\mu _{\mathrm{}}^m}{4}}.`$
Therefore, $`1\frac{1}{4}+\left(1\frac{\mu \mathrm{\Delta }_{\mathrm{}}}{\mu _{\mathrm{}}}\right)^m`$ and

$$\frac{\mu \mathrm{\Delta }_{\mathrm{}}}{\mu _{\mathrm{}}}1\left(\frac{3}{4}\right)^{1/m}\frac{1}{4m}.$$

There exist some subsets $`\mathrm{\Delta }_{\mathrm{}}^{}(\omega )\mathrm{\Delta }_{\mathrm{}}(\omega )`$ such that $`\mu \mathrm{\Delta }_{\mathrm{}}^{}=\frac{\mu _{\mathrm{}}}{4m}`$. Set $`E^{}=_\mathrm{}_0\mathrm{\Delta }_{\mathrm{}}^{}(\omega )`$, $`\mu E^{}=\frac{1}{4m}_\mathrm{}_0\mu _{\mathrm{}}`$.

Now, for almost all $`\omega \mathrm{\Omega }_0`$ ($`\mathrm{\Omega }_0`$ and $`_0`$ defined on the previous step) by Theorem 2 we can estimate the integral-uniform norm of the random polynomial $`F_n(\omega ,x)`$ of the type (1), using its ‘‘relative’’ norm $`_m^{}`$ (see (10)). We have

$`F_n(\omega ,)_m^{}`$ $`{\displaystyle \frac{1}{\mu E^{}(\omega )}}\left({\displaystyle _{E^{}(\omega )}}|F_n(\omega ,x)|𝑑\mu (x)\right)\left(1\left(1\mu E^{}(\omega )\right)^m\right)`$
$`{\displaystyle \frac{1}{\mu E^{}(\omega )}}\left({\displaystyle \underset{\mathrm{}_0(\omega )}{}}{\displaystyle \frac{\mu _{\mathrm{}}}{4m}}\alpha \rho _{\mathrm{}}\sqrt{\mathrm{log}m}\right)\left(1\left(1\mu E^{}(\omega )\right)^m\right)=`$
$`=\alpha \sqrt{\mathrm{log}m}\left({\displaystyle \underset{\mathrm{}_0(\omega )}{}}\mu _{\mathrm{}}\rho _{\mathrm{}}\right)t_0^1\left(1\left(1{\displaystyle \frac{t_0}{4m}}\right)^m\right),`$
where $`t_0=_\mathrm{}_0\mu _{\mathrm{}}`$. Taking into account (36) and that $`1(1\frac{t}{4m})^mt/8`$ for $`t(0,1)`$ and $`m1`$, by Theorem 2 (see (12)) we get

$$F_n(\omega ,)_{m,\mathrm{}}F_n(\omega ,)_m^{}8^3\alpha \sqrt{n\mathrm{log}m}\text{a.s. on}\mathrm{\Omega }_0.$$

This, combined with $`𝖯(\mathrm{\Omega }_0)14K_0m^q`$, proves (7) if the case (i) takes place (see Step 3).

Step 12. In order to finish the proof of the theorem, it remains to consider the case (ii) from Step 3. Notice, since the inequality (25) holds a.e. on $`X^{}`$ (for $`I_x=𝒜_x`$), we can apply Proposition 1 (in the one-dimensional case) for the sum of random variables $`\eta _x:=|𝒜_x|^{1/2}_{i𝒜_x}\xi _if_i(x)`$. We get

$$\underset{v}{sup}𝖯\left\{|\eta _x+v|\gamma \sqrt{d(x)}\right\}=(2\pi )^{1/2}_\gamma ^\gamma e^{y^2/2}𝑑y+O(n^{\epsilon _1}),$$

where $`d(x):=|𝒜_x|^1_{i𝒜_x}|f_i(x)|^2`$. Set $`\gamma =m^{\epsilon _1}`$, then for almost all $`xE_{\mathrm{}}`$, $`\mathrm{}1`$, we get

$$\underset{v}{sup}𝖯\left\{|\eta _x+v|\sqrt{d(x)}m^{\epsilon _1}\right\}K^{}m^{\epsilon _1}$$

with a constant $`K^{}(p_1,p_2,M)>0`$. Taking into account that $`|𝒜_x|d(x)\rho _{\mathrm{}}^2`$ for $`xE_{\mathrm{}}`$, by Lemma 5 we get

$$𝖯\left\{\left|\underset{i=1}{\overset{n}{}}\xi _if_i(x)\right|\rho _{\mathrm{}}m^{\epsilon _1}\right\}K^{}m^{\epsilon _1}\text{for all }\mathrm{}1\text{ a.e. on }E_{\mathrm{}}.$$

For each $`\mathrm{}n^{\epsilon _2}`$ define the sets:

$$\mathrm{\Omega }_{\mathrm{}}^{}:=\{\omega \mathrm{\Omega }:\mu \{xE_{\mathrm{}}:\left|F_n(\omega ,x)\right|\rho _{\mathrm{}}m^{\epsilon _1}\}\frac{\mu E_{\mathrm{}}}{2}\}.$$

As on Step 10, it is easy to prove that there exist events $`\mathrm{\Omega }_0^{}`$ and an index set $`_0(\omega )\{\mathrm{}:\mathrm{}n^{\epsilon _2}\}`$ such that $`\mathrm{\Omega }_0^{}_\mathrm{}_0\mathrm{\Omega }_{\mathrm{}}^{}`$, $`𝖯(\mathrm{\Omega }_0^{})14K^{}m^{\epsilon _1}`$ and

$$\underset{\mathrm{}_0(\omega )}{}\mu _{\mathrm{}}\rho _{\mathrm{}}\frac{1}{2}\underset{\mathrm{}n^{\epsilon _2}}{}\mu _{\mathrm{}}\rho _{\mathrm{}}\frac{\sqrt{n}}{32}$$
(37)
a.s. on $`\mathrm{\Omega }_0^{}`$. As on Step 11 set

$$\mathrm{\Delta }_{\mathrm{}}(\omega ):=\{xE_{\mathrm{}}:|F_n(\omega ,x)|m^{\epsilon _1}\rho _{\mathrm{}}\},\mathrm{}n^{\epsilon _2}.$$

By definition of $`\mathrm{\Omega }_{\mathrm{}}^{}`$ we have $`\mu \mathrm{\Delta }_{\mathrm{}}\mu E_{\mathrm{}}/2\mu _{\mathrm{}}/2`$ a.s. on $`\mathrm{\Omega }_{\mathrm{}}^{}`$, so there exist subsets $`\mathrm{\Delta }_{\mathrm{}}^{}(\omega )\mathrm{\Delta }_{\mathrm{}}(\omega )`$ such that $`\mu \mathrm{\Delta }_{\mathrm{}}^{}=\mu _{\mathrm{}}/2`$. Set $`E^{}:=_\mathrm{}_0\mathrm{\Delta }_{\mathrm{}}^{}(\omega )`$. Estimate the $`_m^{}`$-norm of random polynomial (1) (see (10)) a.s. on $`\mathrm{\Omega }_0^{}`$ as follows

$`F_n(\omega ,)_m^{}`$ $`{\displaystyle \frac{1}{\mu E^{}(\omega )}}\left({\displaystyle _{E^{}(\omega )}}|F_n(\omega ,x)|𝑑\mu (x)\right)\left(1\left(1\mu E^{}(\omega )\right)^m\right)`$
$`{\displaystyle \frac{2}{_{\mathrm{}_0(\omega )}\mu _{\mathrm{}}}}\left({\displaystyle \underset{\mathrm{}_0(\omega )}{}}{\displaystyle \frac{\mu _{\mathrm{}}}{2}}\rho _{\mathrm{}}m^{\epsilon _1}\right)\left(1\left(1{\displaystyle \underset{\mathrm{}_0(\omega )}{}}{\displaystyle \frac{\mu _{\mathrm{}}}{2}}\right)^m\right)`$
$`=m^{\epsilon _1}\left({\displaystyle \underset{\mathrm{}_0(\omega )}{}}\mu _{\mathrm{}}\rho _{\mathrm{}}\right){\displaystyle \frac{1(1t)^m}{2t}},`$
where $`t=_{\mathrm{}_0(\omega )}\mu _{\mathrm{}}/2<Mn^{p_2}2^{n^{\epsilon _2}}`$ (see (26)). Notice that $`(1y)^m1\frac{m}{2}y`$ for $`y(0,\frac{1}{m})`$, so provided sufficiently large $`n>n_0(p_1,p_2,M)`$ we have $`t^1(1(1t)^m)>m/2`$. Therefore, combining (37) and Theorem 2, we obtain

$$F_n(\omega ,)_{m,\mathrm{}}>128^1m^{1\epsilon _1}\sqrt{n}\text{a.s. on }\mathrm{\Omega }_0^{}.$$

The proof of Theorem 1 is completed.

###### Remark 3.

(An analog of a remark from ). In the statement of Theorem 1 the condition of uniform boundness of the third moments $`𝖤|\xi _i|^3M^3`$ can be relaxed to a weaker condition: $`𝖤|\xi _i|^{2+\epsilon }M`$ with some $`\epsilon >0`$. In this case the constants in (7) would depend also on $`\epsilon `$. In order to prove such a statement it suffices to apply instead of Proposition 1 with a more precise version of the central limit theorem (Corollary 18.3 in ).

## 4. Applications and open problems

Applications of the Integral-Uniform Norm. In  Montgomery-Smith and Semenov in connection with their research of strictly singular embeddings of rearrangement invariant spaces in $`L_1[0,1]`$ (i.e. the spaces whose norms are invariant with respect to measure invariant changes of variable) put forward a hypothesis which we formulate in somewhat simplified form:

###### Conjecture 1.

For an arbitrary set of functions $`\{f_i\}_{i=1}^n`$ from $`L_1[0,1]`$ such that $`f_i_1=1`$, there exist a set of signs $`\{\theta _i\}_{i=1}^n`$, $`\theta _i=\pm 1`$, and a constant $`c_0>0`$ such that

$$\underset{i=1}{\overset{n}{}}\theta _if_i_{2^k}^{}\underset{\genfrac{}{}{0.0pt}{}{\mathrm{\Delta }[0,1]}{\mu \mathrm{\Delta }=2^k}}{sup}\left\{2^k_\mathrm{\Delta }\right|\underset{i=1}{\overset{n}{}}\theta _if_i(x)|d\mu (x)\}c_0\sqrt{nk}$$
(38)
for all $`k=1,\mathrm{},n`$ (see (11)).

Using Theorem 1 we can show that the assertion of Conjecture 1 is true, at least if parameter $`k`$ in (38) varies only in $`1,\mathrm{},[\mathrm{log}n]`$:

###### Theorem 3.

For an arbitrary set of functions $`\{f_i\}_{i=1}^nL_1[0,1]`$ such that $`f_i_1=1`$, there exist a sequence of signs $`\{\theta _i\}_{i=1}^n`$, $`\theta _i=\pm 1`$, and a constant $`c_0>0`$ such that (38) holds for all $`k=1,\mathrm{},[\mathrm{log}n]`$.

The proof of Theorem 3 almost coincide with the proof of Theorem 5 in . The only difference is that instead of Theorem A, formulated in the Introduction, we need to apply Theorem 1.

Conjecture 1 in the general form stays open. Note that for $`kn^\sigma `$ the inequality (38) cannot be proved by a random signs argument, since in most cases the order of the uniform norm (and, thus the integral-uniform one) of random polynomials (1) is bounded from above by $`\sqrt{n\mathrm{log}n}`$, e.g. this follows from the Salem-Zygmund estimate (2) (see also Th. B from Introduction and Th. 4.3 in ).

Now, let us show that from an estimate of the integral-uniform norm it is possible to get one for the Marcinkiewicz norm. Let $`\phi :[0,1][0,1]`$ be an increasing concave function such that $`\phi (0)=0`$ and $`\phi (1)=1`$. Then the Marcinkiewicz space is defined as a space of functions on $`[0,1]`$, equipped with the norm (e.g. see ):

$$f_{M(\phi )}:=\underset{0<t<1}{sup}\left\{\frac{1}{\phi (t)}_0^tf^{}(s)𝑑s\right\},$$

where $`f^{}`$ is the decreasing rearrangement of $`f`$, defined by

$$f^{}(s):=inf\{\tau >0:\mu \{x[0,1]:f(x)\tau \}<s\}.$$

As a direct corollary of (6) or (8) and the equivalence of the norms $`_m^{}`$ and $`_{m,\mathrm{}}`$ (see Th. 2) one can get an estimate for the Marcinkiewicz norm:

###### Theorem 4.

Assume that for a random polynomial $`F_n(\omega ,x)`$ of type (1) the estimate (8) takes place for all $`mn`$. And let $`\phi :[0,1][0,1]`$ be an increasing concave function such that $`\phi (0)=0`$, $`\phi (1)=1`$. Then the Marcinkiewicz norm of $`F_n(,x)`$ can be estimated as follows:

$$𝖤F_n(\omega ,x)_{M(\phi )}A\sqrt{n}\underset{m=2,\mathrm{},n}{\mathrm{max}}\left\{\frac{\sqrt{\mathrm{log}m}}{m\phi (1/m)}\right\}$$

with a constant $`A>0`$.

On Possible Generalizations of Theorem 1.

###### Conjecture 2.

The conclusion of Theorem 1 stays true for random polynomials (1) with respect to functional systems $`\{f_i\}_1^n`$ which satisfy condition (d) with parameter $`p[0,1/2)`$ (in Theorem 1 it is assumed that $`p<1/12`$).

A somewhat weaker form of Conjecture 2 could be proved if we could prove a statement of the following type:

###### Conjecture 3.

For systems of functions $`\{f_i\}_1^n`$ which satisfy (d) with parameter $`p[0,1/2)`$ there exist some constants $`\epsilon _0(0,\frac{1}{2})`$, $`L>0`$ such that

$$_X\underset{1kn^{1/2+\epsilon }}{}f_k^{}(x)d\mu (x)\text{const}n^{p+L\epsilon },$$

provided $`\epsilon (0,\epsilon _0)`$, here $`f_k^{}(x)`$ denote the decreasing ordered values $`|f_j(x)|`$ at a fixed point $`xX`$.

By the assertion of Conjecture 3 one could make some estimates in Step 4 in the proof of Theorem 1 more efficient. It is ‘‘optimization’’ of Step 4 that is most promising for prospective generalizations of Theorem 1 in the direction of Conjecture 2.