For a connected graph, the Moore-Penrose inverse of its oriented incidence matrix satisfies , because this product is the orthogonal projection onto . Thus every signal decomposes into its constant mean and . Writing , a sub-Gaussian random vector noise gives a simultaneous bound on with scale .
With the usual variance-proxy convention for a sub-Gaussian random vector, every column inner product is a sub-Gaussian random variable with proxy at most . The two-sided Chernoff bound and union bound imply
with probability at least . No independence between these inner products is required.
The printed coefficient-one bound is false under this convention. Take , , and with equal probability. This Rademacher random variable has the stipulated variance proxy, but for the printed threshold is less than , whereas surely. Even a general sub-Gaussian assumption does not imply Gaussian concentration inequality for arbitrary Lipschitz functions. Under the stronger convention , the same union bound proves the printed constants. That convention, however, differs from the binomial variance proxy used in 1(b).
Let . The columns of have Euclidean norm at most one. Under the usual sub-Gaussian random vector convention, 3(d) justifies the tuning choice , which is independent of . Also , so the Chernoff bound gives with probability at least .
On the intersection of these events, of probability at least , set and . The weighted Young inequality gives for . Applying it to 3(c) and rearranging yields the rigorous bound
If the coefficient-one concentration statement in 3(d) is taken as an extra hypothesis, instead choose ; the identical argument gives precisely the printed coefficient in the first term. Thus the deterministic argument and its risk rate are sound; its concentration constants depend on correcting or strengthening 3(d).