Metropolis Method Condition Derivation

Metropolis-Hasting involves designing a Markov process by constructing Transition Probabilities, which has a unique stationary distribution $\pi (x)$ if it fulfills two conditions:

1. Existitence of Stationary Distribution:
   Reason----Detailed Balance:
   $\pi (x)P(x^{\prime }|x)=\pi (x^{\prime })P(x|x^{\prime })$
2. Uniqueness of Stationary Distribution:
   Reason – Ergodicity: every states satisfies
   1 Aperiodic: the system does not return to the same state at fixed intervals----
   2 Be positive recurrent - the expected number of steps for returning to the same state is finite.

The derivation of the algorithm starts with the condition of detailed balance.
P ( x ′ ∣ x ) P ( x ) = P ( x ′ , x ) =