MCMC方法就是*构造合适的马尔科夫链进行抽样而使用蒙特卡洛方法进行积分计算,既然马尔科夫链可以收敛到平稳分布。我们可以建立一个以π为平稳分布的马尔科夫链，对这个链运行足够长时间之后，可以达到平稳状态。此时马尔科夫链的值就相当于在分布π(x)中抽取样本。利用马尔科夫链进行随机模拟的方法就是MCMC。(MCMC method is * construct appropriate sampling of markov chain and USES the monte carlo method for integral calculation, since markov chain can converge to the stationary distribution.We can set up a PI for a smooth distribution of markov chain, the chain operation after long enough, can reach steady state.The value of markov chain is equivalent to draw samples in the distribution of the PI (x).By using the method of markov chain of stochastic simulation is MCMC.)