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% !TEX root = ../main.tex
\section{Technical Lemmas}
\label{app:technical}
\begin{Lemma}[{Lemma 4.8 of \citet{pogodin2019first}}]
\label{lem:sum_cvx}
Let $a_1, a_2, \ldots, a_T$ be non-negative real numbers. Then
$$
\sum_{t=1}^T \frac{a_t}{\sqrt{1+\sum_{s=1}^{t-1} a_s}} \leq 4 \sqrt{1+\sum_{t=1}^T a_t}+\max _{t \in[T]} a_t .
$$
\end{Lemma}
\begin{Lemma}[{Lemma 9 of \citet{yan2023universal}}]
\label{lem:sum_scvx}
For a sequence of $\{a_t\}_{t=1}^T$ and $b$, where $a_t, b > 0$ for any $t \in [T]$, denoting by $a_{\max} \define \max_t a_t$ and $A \define \ceil{b \sumT a_t}$, we have
\begin{equation*}
\sumT \frac{a_t}{bt} \le \frac{a_{\max}}{b} (1 + \log A) + \frac{1}{b^2}.
\end{equation*}
\end{Lemma}
\begin{Lemma}[{Lemma 9 of \citet{zhao2024adaptivity}}]
\label{lem:small-loss-sqrt}
For any $x, y, a, b>0$ satisfying $x-y \le \sqrt{a x}+b$, it holds that
\begin{equation*}
x-y \le \sqrt{a y+ab}+a+b.
\end{equation*}
\end{Lemma}
\begin{Lemma}[{Lemma 16 of \citet{orabona2012beyond}}]
\label{lem:small-loss-log}
If $a, b, c, x, y>0$ satisfy $x-y \le a \log (b x+c)$, then it holds that
\begin{equation*}
x-y \le a \log \sbr{2 a b \log \frac{2 a b}{e} + 2by + 2c}.
\end{equation*}
\end{Lemma}

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