Stability of Szarek's inequality with best constant
Let $\varepsilon_1,\ldots,\varepsilon_n$ be independent Rademacher random variables. We settle the best constant $c$ such that \[ \mathbb{E}\Bigl|\sum_{j=1}^n a_j\varepsilon_j\Bigr| \ge \frac{1}{\sqrt{2}} +c\Bigl|a-\frac{e_1+e_2}{\sqrt{2}}\Bigr| \] holds for every $n\ge 2$ and every unit vector $a\in\mathbb{R}^n$ with...