Comment by levesque

David Mackay covers MCMC in his exhaustive book titled "Information Theory, Inference, and Learning Algorithms" available for free here: http://www.inference.phy.cam.ac.uk/itprnn/book.html

They are covered near the end of the book. It should be enough to familarize yourself with and understand the basic concepts of MCMC. Anything more in-depth will require a strong mathematical background.

BTW : There are probably a ton of books that cover MCMC out there - that's just one I liked and which is freely downloadable.