We will also need the following result from [MP12, Lemma 2.8], which shows that the discrete Gaussian distribution is subgaussian.
Lemma A.4. For any lattice $\mathcal{L} \subset \mathbb{R}^n$ with $\eta_{1/2}(\mathcal{L}) \le 1$, shift vector $\mathbf{t} \in \mathbb{R}^n$, unit vector $\mathbf{v} \in \mathbb{R}^n$, and any $r > 0$,
Proof of Lemma 3.3. Let ${\mathbf{v}_1, \dots, \mathbf{v}_N}$ be a (1/10)-net of the unit sphere with $N \le 25^n$, as guaranteed by Lemma A.2. By Lemma A.4, we have that for any $\mathbf{e}_i$ in the proof, any $\mathbf{v}_j$, and any $r \ge 0$, $\Pr[|\langle \mathbf{v}_j, \mathbf{e}_i \rangle| \ge r] \le 10 \exp(-\pi r^2)$. Therefore, by Lemma 2.20
Applying the union bound, we have
Taking $r := 2m$, we see that this probability is negligible. Applying Lemma A.3 shows that
except with negligible probability, as needed. $\square$