Joe:
``ergodic, Dirichlet prior and distribution, Tchebycheff's
inequality, Kullback-Leibler distance, etc.''
Ha! I felt the same way. (Except for Tchebycheff's inequality,
which I pattern matched to the Chebyshev's inequality I studied
in my undergraduate probability course.)
Obviously I didn't get around to thoroughly understanding
Dirichlet priors and distributions---Charles had to cover for me
there---but I did spend a lot of time reading about Markov Chains
and ergodicity. If you're interested, here is the best treatment
I've found on the web as yet:
http://random.mat.sbg.ac.at/~ste/diss/node6.html
I can't resist adding on a cynical note that perhaps all the
highfalutin terminology helped get the paper published. Price and
Boutilier's 1998 paper was based on the same ground ideas but was
much easier to understand; it didn't get accepted to ICML. :)