Andrey Markov

This article is about the mathematician. For the hockey player, see Andrei Markov (hockey player).

Young Markov

Andrey Markov
Andrey Andreyevich Markov
Born	June 14, 1856 N.S. Ryazan, Russia
Died	July 20, 1922 Petrograd, Russia
Nationality	Russian
Alma mater	St Petersburg University
Known for	Markov chains
Scientific career
Fields	Mathematician
Institutions	St Petersburg University
Doctoral advisor	Pafnuty Chebyshev
Doctoral students	Abram Besicovitch Georgy Voronoy

Andrey (Andrei) Andreyevich Markov (Russian: Андрей Андреевич Марков) (June 14, 1856 N.S. – July 20, 1922) was a Russian mathematician. Markov was born in Ryazan. He studied at St. Petersburg University in 1874 under the tutelage of Chebyshev. In 1886, he became a member of the St. Petersburg Academy of Science. He is best known for his work on theory of stochastic processes. His research later became known as Markov chains. In late 19th century, the Moscow school of probability mixed math and religion asuming that the stability of frequencies proves free will. Markov, an atheist, proved that Central Limit Theorem works also for random variables that are not independent.

His son another Andrey Andreevich Markov (1903-1979) was also a notable mathematician.

See also

• Markov chain
• Markov chain Monte Carlo
• Gauss-Markov theorem
• Gauss–Markov process
• Hidden Markov model
• Markov number
• Markov property
• Markov's inequality
• Markov process
• Markov blanket
• Markov network

References

• А. А. Марков. "Распространение закона больших чисел на величины, зависящие друг от друга". "Известия Физико-математического общества при Казанском университете", 2-я серия, том 15, ст. 135-156, 1906.
• A.A. Markov. "Extension of the limit theorems of probability theory to a sum of variables connected in a chain". reprinted in Appendix B of: R. Howard. Dynamic Probabilistic Systems, volume 1: Markov Chains. John Wiley and Sons, 1971.

External links

• Andrey Markov at the Mathematics Genealogy Project
• O'Connor, John J.; Robertson, Edmund F., "Andrey Markov", MacTutor History of Mathematics Archive, University of St Andrews
• Biography of A.A. Markov
• Andrey Andreevich Markov (1903-1979) (biography of Markov's son, located at the Steklov Institute of Mathematics at St.Petersburg)