Another way of combining updates is by chosing an update mechanism at random
and then implementing that update, thus producing a statistical mixture of
the updates. If update steps described by transition kernels
are chosen
with probabilities
then the transition kernel of the mixed update step
is
. The sum can be finite or infinite.
In order for the
to specify a probability distribution, the
must
be nonnegative and sum to one. Thus mixing updates corresponds to the
operation of forming a convex combination of kernels. Again, it is obvious
that if
is stationary for each of the
, then
is also
stationary for
.