Stochastic processes, Markov chains, MCMC

Notation

• Consider changing the notation to x rather than theta.
• One-dimensional rather than multi-dimensional
• Much more careful with RVs versus outcomes

Stationarity condition, transition density

• Check the order of elements in the transition density for stationarity. I now think it should be T(x',x)
• Make stationarity explicit. It means that p_n-1(x) = p_n(x) = p(x)