 Optimum Monte-Carlo sampling using Markov chains by P. H. Peskun

By P. H. Peskun. Biometrika 60(3), 607–612.

Original scan: www2.stat.duke.edu/~scs/Courses/Stat376/Papers/ConvergeRates/Peskun1973.pdf

Primary publisher metadata and original scan identify the transition comparison for Monte Carlo chains with a common stationary distribution. The wiki states a finite-state reversible form and supplies its own Dirichlet-form and inverse-operator explanation. The scan's text layer contains only its cover; no unverified precise equation locator is claimed.