In this note we attempt to trace the history and development of Markov chain
Monte Carlo (MCMC) from its early inception in the late 1940's through its use
today. We see how the earlier stages of the Monte Carlo (MC, not MCMC) research
have led to the algorithms currently in use. More importantly, we see how the
development of this methodology has not only changed our solutions to problems,
but has changed the way we think about problems.