Lower-tail concentration for a weakly self-bounding function

ID: lower-tail-concentration-for-a-weakly-self-bounding-function

For a nonnegative weakly self-bounding function of independent random variables, a Gaussian lower-tail conclusion requires a further coordinate-increment hypothesis in the standard theorem. Suppose and the measurable coordinate-deleted functions satisfy
Then
This is the weakly self-bounding lower-tail theorem with . The bound on each increment is a separate hypothesis and must not be dropped when invoking that theorem.[ref]
For example, for with independent Bernoulli distribution variables, deleting coordinate changes by . Both displayed hypotheses hold since . With , a downward deviation of has probability at most . If , nonnegativity gives almost surely; if , the lower-tail event is empty.

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