I have read some books in theoretical machine learning.
They always derive some expressions which involve the relationship between $E(Y|X_1,X_2,...,X_n)$ and $E(Y|X_1,X_2,...,X_n, X_{n+1})$ to prove the concentration inequalities (For example: McDiarmid's Inequality).
Which book(s) do you suggest for this type of topic?