观点

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).

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发起推演1

证明
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.