Linear combinations of Rademacher random variables

Harrie Hendriks, Martien C. A. van Zuijlen

For a fixed unit vector $a=(a_1,a_2,\dots ,a_n)\in S^{n-1}$, we consider the $2^n$ sign vectors $\epsilon =({\epsilon }^1,{\epsilon }^2,\dots ,{\epsilon }^n)\in \{+1,-1{\}}^n$ and…