DynamicIterators.jl
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Create Markov chain example
@cscherrer (perhaps @trappmartin)
For MeasureTheory, we need an instance for rand and one for logdensity. I think rand can just return a Sampled. I'm not sure yet about logdensity.
Also, after making this I realized there may be better ways to do this using existing combinators. But I need to understand those better before I can do much with this.