Andrey Andreyevich Markov (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.

See also

• Markov's inequality
• Gauss-Markov theorem
• Markov property
• Hidden Markov model

References

• A. A. Markov. "Rasprostranenie zakona bol'shih chisel na velichiny, zavisyaschie drug ot druga". Izvestiya Fiziko-matematicheskogo obschestva pri Kazanskom universitete, 2-ya seriya, tom 15, pp 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

• The Life and Work of AA Markov
• Andrey Andreevich Markov (1903-1979) (biography of Markov's son, located at the Steklov Institute of Mathematics at St.Petersburg)