∀ {E : Type u_1} [inst : SeminormedAddCommGroup E] [inst_1 : NormedSpace ℝ E] [SecondCountableTopology E]
  [inst_3 : MeasurableSpace E] [BorelSpace E] {μ : MeasureTheory.Measure E} {a : ℝ}
  [MeasureTheory.IsProbabilityMeasure μ],
  MeasureTheory.Measure.map (⇑(ContinuousLinearMap.rotation (-(Real.pi / 4)))) (μ.prod μ) = μ.prod μ →
    2⁻¹ < μ {x | ‖x‖ ≤ a} →
      ∀ (n : ℕ),
        μ {x | ProbabilityTheory.Fernique.normThreshold a n < ‖x‖} ≤
          μ {x | ‖x‖ ≤ a} * ((1 - μ {x | ‖x‖ ≤ a}) / μ {x | ‖x‖ ≤ a}) ^ 2 ^ n