Exact dimension-free third-moment stability constant
Prove that, for every integer n≥1 and every coefficient vector a∈R^n satisfying ∑_{i=1}^n a_i^2=1, the normalized Rademacher sum satisfies E|∑_{i=1}^n a_i ε_i|^3 ≤ E|(/√n)∑_{i=1}^n ε_i|^3 − (5√3−6√2)∑_{i=1}^n(a_i^2−1/n)^2.
References
We conjecture that, for every $n\ge1$ and every $a\inn$ with $\sum_i a_i2=1$, \begin{equation}\label{eq:conjecture} {\sum_{i=1}n a_i_i}3 \le {\overline S_n}3 -(5\sqrt3-6\sqrt2)\,\Delta_n(a). \end{equation}
eq:conjecture:
${\sum_{i=1}^n a_i_i}^3 \le {\overline S_n}^3 -(5\sqrt3-6\sqrt2)\,\Delta_n(a). $
— Fourth-Moment Geometry of Rademacher Sums
(2608.17802 - Gao et al., 18 Aug 2026) in Conjecture, Section 6, following Remark 4.1 (the conjecture is labeled \label{conjecture})