pter.html#hmc.chapter">Hamiltonian Monte Carlo chapter</a>.</p>
<p>The Markov chains Stan and other MCMC samplers generate are <em>ergodic</em>
in the sense required by the Markov chain central limit theorem,
meaning roughly that there is a reasonable chance of reaching
one value of <span class="math inline">\(\theta\)</span> from another. The Markov chains are also
<em>stationary</em>, meaning that the transition probabilities do not change at
different positions in the chain, so that for <span class="math