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\begin{thebibliography}{12}

% \markboth{Markov Chain Monte Carlo Simulations and Their Statistical 
% Analysis}{ Bibliography }  %CHANGE HERE

% \addcontentsline{toc}{chapter}{Bibliography}%

% AAA

% BBB

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% CCC

% DDD

% FFF

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% GGG

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% HHH

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% JJJ

\bibitem{JBK92} Janke, W., Berg, B.A. and Katoot, M. (1992). {\it Monte
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% LLL

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% MMM

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% NNN

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% PPP

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% QQQ

% SSS

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% TTT

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% VVV

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% WWW

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% YYY

% ZZZ

\bibitem{ZFJ15} Zierenberg, J., Fytas, N.G. and Janke, W.  (2015). 
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\end{thebibliography}
\end{document}
