Andrey Markov

Andrei Andreevich Markov (June 2, 1856 - July 20, 1922) was a Russian mathematician.

He studied at St. Petersburg University in 1874 under the tutelage of Chebyshev, and in 1886, he became a member of the St. Petersburg Academy of Science. He is best known for his work on Markov chains. See also: Markov's inequality and Gauss-Markov theorem.

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.