Andrey Markov

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 chains: sequences of events in which the future depends only on the present and not on the past; they formalized the concept of a Markov process — the basis of queuing theory, genetics, and machine learning.
Markov's inequality: a simple but powerful tool for estimating the probability of deviation of a random variable, widely used in statistics and measurement theory.
Limit theorems for chains: he justified the convergence of distributions in chains to a stationary regime.

💡 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.

Biography

Key discoveries

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