 Integrated autocorrelation time

For a stationary Markov chain and a scalar observable with summable autocorrelation function $\rho (k)$, the asymptotic variance of its sample mean is $\mathrm{Var}(h){\tau }_{\mathrm{int}}/n$. Thus the effective sample size of a Markov chain is approximately $n/{\tau }_{\mathrm{int}}$. Different observables can have very different autocorrelation times.