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This paper deals with the calculation of transient eddy currents by a Markov chain Monte Carlo (MCMC) method. After we illustrate the principle in a one-dimensional calculation, we treat a two-dimensional problem. Then, we show simulation results and we discuss advantages and disadvantages of this method. An important advantage is that MCMC methods can be more efficient than finite-element methods in transient problems because they give an estimate of the solution at a point in space without calculation of the whole field distribution.