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MR1380517 (97i:60083) 60J10 (60K25 65C05 68U20)
Aldous, David On simulating a Markov chain stationary distribution when transition probabilities are unknown. Discrete probability and algorithms (Minneapolis, MN, 1993), 1–9, IMA Vol. Math. Appl., 72, Springer, New York, 1995.
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