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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.

1 See also

• Markov's inequalityIn probability theory, Markov's inequality gives an upper bound for the probability that a non-negative function of a random variable is greater than or equal to some positive constant. It is named after the Russian mathematician Andrey Markov. Markov's i
• Gauss-Markov theoremThis article is not about Gauss-Markov processes. In statistics, the Gauss-Markov theorem named after Carl Friedrich Gauss and Andrey Markov, states that in a linear model in which the errors have expectation zero and are uncorrelated and have equal varia
• Markov propertyIn probability theory, a stochastic process has the Markov property if the conditional probability distribution of future states of the process, given the present state, depends only upon the current state, i. it is conditionally independent of the past s
• Hidden Markov modelA hidden Markov model HMM is a statistical model where the system being modelled is assumed to be a Markov process with unknown parameters, and the challenge is to determine the hidden parameters, from the observable parameters, based on this assumption.

2 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.

3 External links

• Andrei Andreyevich Markov (at the MacTutor History of Mathematics archive)
• The Life and Work of AA Markov