Let R1,…,RnR_1,…,R_n be Rademacher random variables (i.e. uniform ±1\pm 1). Then for any vector 𝐚∈ℝn\mathbf{a} \in \mathbb{R}^n, Pr[∑i=1nRiai≥t∥𝐚∥2]≤e−t2/2\mathrm{Pr}\left[ \sum_{i=1}^n R_i a_i \geq t \lVert \mathbf{a} \rVert_2 \right] \leq e^{-t^2 /2}