Multivariate concentration of measure type results using exchangeable pairs and size biasing

Subhankar Ghosh

Let $(\mathbf{W},{\mathbf{W}}^{\prime })$ be an exchangeable pair of vectors in ${\mathbb{R}}^k$. Suppose this pair satisfies \beas E(\mathbf{W}'|\mathbf{W})=(I_k-Λ)\mathbf{W}+\mathbf{R(W)}. \enas If $|…