We give a finite chaining argument, keeping the constants explicit. If , the metric space has just the point and both sides vanish. Suppose , and write
Choose a smallest metric net of radius , and maps satisfying . Set and . Since is finite, choose with smaller than the minimum distance between distinct points; then and .
For each , retain only the pairs actually occurring along these approximation paths:
The triangle inequality gives for ; for the same argument uses . Also
Here only monotonicity in the radius for the same space is used. No monotonicity under subsets is assumed.
For every pair in , the increment has the Sub-Gamma random variable in the right tail bound with common parameters and : for ,
Identical pairs give the zero increment, which obeys the same bound. Both orientations have finite exponential moments, so all increments are integrable random variables. Differentiating their two upper bounds at zero also gives . Applying the maximum bound from part (b), including its case, gives
The telescoping sum along each path is exact:
Take the supremum, bound it by the sum of the maxima, and take expected values. This proves
For either or , the function is nonnegative and nonincreasing. Thus
Combining the estimates yields the required metric entropy bound:
In particular, and work. The square-root and linear metric entropy terms arise respectively from the two terms in the sub-Gamma maximum bound. Because the chain ends exactly at , no limiting sample-path regularity assumption is needed.