The statement that

is equivalent to saying that, for any
, there exists
such that if

then it's guaranteed that

We want to pick
to make this guarantee.
We have

If we assume
, then

The lower bound on
is what's important here, because its gives us an upper bound on the reciprocal:

Then in the expected
-inequality, we have

Comparing this to our chosen
-inequality, this suggests we should pick
to be the smaller of
and
, or
.
# # #
Now for the proof itself. Let
be given, and assume
.
- If
, then
and

- If
, then

and

This completes the proof.