Andrey Markov
Andrey Markov | |
|---|---|
Андрей Марков | |
Markov in 1886 | |
| Born | 14 June 1856 Ryazan, Russia |
| Died | 20 July 1922 (aged 66) Petrograd, Russia |
| Alma mater | St. Petersburg University |
| Known for | Markov chains Markov processes Stochastic processes |
| Children | Andrey Markov Jr. |
| Scientific career | |
| Fields | Mathematics, specifically probability theory and statistics |
| Institutions | St. Petersburg University |
| Doctoral advisor | Pafnuty Chebyshev |
| Doctoral students | |
Andrey Andreyevich Markov (14 June [O.S. 2 June] 1856 – 20 July 1922) was a Russian mathematician celebrated for his pioneering work in stochastic processes. He extended foundational results—such as the law of large numbers and the central limit theorem—to sequences of dependent random variables, laying the groundwork for what would become known as Markov chains. To illustrate his methods, he analyzed the distribution of vowels and consonants in Alexander Pushkin's Eugene Onegin, treating letters purely as abstract categories and stripping away any poetic or semantic content.
He was also a strong chess player.
Markov and his younger brother Vladimir Andreyevich Markov (1871–1897) proved the Markov brothers' inequality. His son, another Andrey Andreyevich Markov (1903–1979), was also a notable mathematician, making contributions to constructive mathematics and recursive function theory.