Markov chain illustration in LaTeX

mcmc.tex

\newcommand\gauss[2]{1/(#2*sqrt(2*pi))*exp(-((x-#1)^2)/(2*#2^2))} 
\newcommand\complicated{ 0.5*( 1/(.2*sqrt(2*pi))*exp(-((x-1)^2)/(.2*2^2))) +  0.5*(1/(.5*sqrt(2*pi))*exp(-((x-5)^2)/(.5*2^2)) ) } 
% Gauss function, parameters mu and sigma

\begin{tikzpicture}



\foreach \x in {1,2,...,4}{
	\begin{scope}[xshift=1cm, yshift=1.5*\x cm]
	\begin{axis}[every axis plot post/.append style={
	  mark=none,domain=-3:8,samples=50,smooth},
	clip=false,
	xscale=0.3,
	yscale=0.2,
	axis y line=none,
	axis x line=none,
	ymin=0,
	xtick=\empty,
	]
	\addplot[thick]{0.5*\complicated};
	\addplot[dashed] {0.5*\gauss{0}{1}};
	
	\node (x1) [text badly centered] at (axis cs:1,-0.1) {\tiny{$x_1$}};
	\end{axis}
	\end{scope}
	

	\begin{scope}[yshift=1.5*\x cm]
		\node (initial) [draw, circle] {$x_1$};
	\end{scope}
};
\end{tikzpicture}