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Feb 1, 2019 at 6:57 comment added dohmatob OK, thanks for the the hint. See the proof below. I need to stop being lazy...
Feb 1, 2019 at 6:15 comment added Aryeh Kontorovich It's immediate from the Lipschitz property and union bound. Try it as an exercise, and if you still need help, I'll fill in the details.
Feb 1, 2019 at 6:03 vote accept dohmatob
Feb 1, 2019 at 6:03 comment added dohmatob Great. Thanks. Where I can find a proof of this / similar claims ?
Jan 31, 2019 at 18:05 history answered Aryeh Kontorovich CC BY-SA 4.0