I earlier mentioned this:Numerical Recipes: The Art of Scientific Computing: 3rd ed. CUP
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Unhappily, I pointed to a front matter section of Numerical Recipesessentially advertizing a hundred dollar book.Happily, the authors provide an on line version with somewhat annoying nag popups, which is a splendidly economic way into thiswork. http://numerical.recipes/book/book.html
Chap 15.8 is about Markov Chain Monte Carlo methods. It also points to http://www.cs.toronto.edu/~radford/ftp/review.pdf