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https://twitter.com/damekdavis/status/1944837669218894123The bound had also been stated but not proven in a 1994 paper. The 2015 paper gave a decently simple self-contained proof.
https://twitter.com/damekdavis/status/1943359962794856718I now have references that are highly relevant and several pathways that might work.
The proof in English is short. It is a consequence of the simple convex analysis fact:
https://twitter.com/sp_monte_carlo/status/1696506912680857945
Carrying out the optimization bounds the tail deviation as the exponential of the Fenchel conjugate of the log moment generating function of the r.v.