Query in "Certified adversarial robustness via randomized smoothing" Cohen et al paper

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I am going through the proof sketch for Randomized Smoothing from paper: Cohen, Jeremy, Elan Rosenfeld, and Zico Kolter. "Certified adversarial robustness via randomized smoothing." In international conference on machine learning, pp. 1310-1320. PMLR, 2019. https://arxiv.org/pdf/1902.02918.pdf

In their equation (4), how did they obtained the RHS part? enter image description here