Proof of Tomaszewski's conjecture on randomly signed sums

We prove the following conjecture, due to Tomaszewski (1986): Let X=∑i=1naixi, where ∑iai2=1 and each xi is a uniformly random sign. Then Pr⁡[|X|≤1]≥1/2. Our main novel tools are local concentration inequalities and an improved Berry-Esseen inequality for Rademacher sums.