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Andrey Markov

1856–1922 · mathematics, probability theory, mathematical analysis
Andrey Andreyevich Markov is a Russian mathematician whose name became a symbol of stochastic dependence. Markov chains — his most famous creation — underlie the theory of random processes and are now used everywhere: from computer algorithms to modeling financial markets.

Biography

Born in Ryazan, he graduated from St. Petersburg University, where he worked all his life. A student of Pafnuty Chebyshev, Markov became one of the leaders of the St. Petersburg mathematical school. He was an academician of the St. Petersburg Academy of Sciences. He was a principled man: in protest against the excommunication of Leo Tolstoy from the church, he publicly refused all state awards.

Key discoveries

💡 Markov was an avid walker and once walked from St. Petersburg to Moscow. He first applied his famous chains to a statistical analysis of the alternation of vowels and consonants in the novel 'Eugene Onegin', proving that it is not random.
"He regarded probability as the measure of our ignorance."
Concepts
bioinformaticsMachine LearningMarkov chainStochastic modeling

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Atmospheric and Oceanic Physics2019-06-222 minarXiv:1906.09492
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econ.GN2023-11-273 minarXiv:2311.16370
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Yinling Zhang·Nan Chen·Jerome Vialard·Xianghui Fang
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Atmospheric and Oceanic Physics2024-02-082 minarXiv:2402.05911
Climate Network Predicts El Niño a Year Ahead
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Atmospheric and Oceanic Physics2024-10-073 minarXiv:2410.05503
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Machine Learning2024-10-262 minarXiv:2410.20072
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Quantum Physics2024-11-254 minarXiv:2411.16633
Brake and Gas on One Pedal: How Weak Measurements Protect Quantum Batteries from Discharge
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Atmospheric and Oceanic Physics2025-01-192 minarXiv:2502.00643
The Pacific Ocean Sends a Signal: No El Niño in 2025
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J. Ludescher·J. Meng·J. Fan·A. Bunde·H. J. Schellnhuber
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Computational Physics2025-03-033 minarXiv:2503.01412
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Atmospheric and Oceanic Physics2025-03-272 minarXiv:2503.21211
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