Proposition

Lemma 3 ([Bounded differences]). Let Z be a function of s≥1 independent finite random variables. If changing one variable changes Z by at most b>0 , then (|Z-𝔼Z|≥u) ≤2(-u^2/(2sb^2)) (u>0).

Prove 1Disprove 0Cited as proposition 3Chain graphAdd Your Proof

Add Your Proof1

Prove
Expose the variables in order. The martingale of conditional expectations has differences of conditional mean zero and absolute value at most b . Convexity bounds the conditional exponential moment of a difference at λ by (λb)≤(λ^2b^2/2) . Multiplying these bounds and applying Markov's inequality with λ=u/(sb^2) gives the upper tail. Apply the same argument to -Z and add the two bounds.