<p>I'm having trouble searching for a decent Java library that provides Markov chains, and other advanced distributions (as in, statistics).</p>

<p>I've found <a href="http://sourceforge.net/projects/hydra-mcmc/" rel="noreferrer">http://sourceforge.net/projects/hydra-mcmc/</a>   on source forge, and it looks somewhat useable, but does anyone know / use a more up-to-date package? (Haven't really have a trove through this package, but one would assume a more well maintained package would be desirable).</p>

<p>Anyone able to make a suggestion?</p>

It is not a library per say, but it can give you some pointers:
Java-mcmc
introduced some sophisticated applets illustrating:
Common Metropolis-Hastings algorithms
Coupling constructions for Markov chains
The source code for this web demo of
Markov Chain Monte Carlo (MCMC)
is
available here
.
Other similar projects are
listed there
.