Markov chain concepts related to sampling algorithms
W.R. Gilks, S. Richardson, David Spiegelhalter · 1995
Theorem 3.1 If X is positive recurrent and aperiodic then its stationary distribution ,r(.) is the unique probability distribution satisfying {3.1}. We then say that X is ergodic and the following consequences hold: More sophisticated estimation procedures based on regenerative techniques are discussed in Tierney (1995: this volume).