Andrey Markov
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)
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