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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 $r > 0$,

PrXDLt[v,Xr]10exp(πr2). \Pr_{\mathbf{X} \sim D_{\mathcal{L}-\mathbf{t}}} [|\langle \mathbf{v}, \mathbf{X} \rangle| \ge r] \le 10 \exp(-\pi r^2).

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

Pr[ivj,ei2r]2meπr/2. \Pr \left[ \sum_i |\langle \mathbf{v}_j, \mathbf{e}_i \rangle|^2 \geq r \right] \leq 2^m e^{-\pi r/2}.

Applying the union bound, we have

Pr[j,ivj,ei2r]N2meπr/2. \Pr[\exists j, \sum_i |\langle \mathbf{v}_j, \mathbf{e}_i \rangle|^2 \geq r] \leq N 2^m e^{-\pi r/2}.

Taking $r := 2m$, we see that this probability is negligible. Applying Lemma A.3 shows that

ieieiT2m54<3m, \left\| \sum_i \mathbf{e}_i \mathbf{e}_i^T \right\| \le 2m \cdot \frac{5}{4} < 3m,

except with negligible probability, as needed. $\square$