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Proof of `Exponential concentration on finite product spaces` (1st statement)

groundedproofs/Lax253009Proofs/ExponentialBounds.lean · lax-253009

What this proof establishes

Assuming the claims on the left, the claim on the right holds — checked by the archive's pipeline. Proof code is not displayed here.

Read the Lean proof on GitHub

Description

Convexity bounds the exponential by its chord between -u and u. The mean zero assumption cancels the linear part, leaving cosh(u) ≤ exp(u²/2).