Andrei A. Markov was a famous Russian mathematician, a disciple of the renowned Pafnuty Lvovich Chebyshev (after which the famous inequality is named). Markov graduated from St. Petersburg University in 1878, and at the age of 30, he became a professor of the same university and a member of the St. Petersburg Academy of Sciences. He published over 120 scientific papers on number theory, continued fraction theory, differential equations, probability, and statistics. His classical book, “Calculus of Probabilities”, was published four times in Russian and was translated into German.

Many of his papers were devoted to creating a new field of research, Markov chains. The solution of many fundamental problems of modern science and technology would not be possible without his contributions. Markov’s work in this area was mainly motivated by his efforts to extend the laws of large numbers and central limit theorem to dependent sequences, which was believed to be an impossible goal the time. In 1923, Norbert Wiener became the first to treat rigorously a continuous time Markov process, and the foundation of a general theory followed suite during the 1930’s with the pioneering work of Andrei Kolmogorov. It is fitting that these mathematical objects bear Markov’s name, acknowledging his trailblazing role in the development of processes that exhibit the Markov property. In fact, as early as 1926, just twenty years after his initial discoveries, a paper by the Russian mathematician S. N. Bernstein used the phrase “Markov chain”.

Markov was also interested in poetry and he made studies of poetic style. He had a son of the same name) who was born on September 9, 1903 and who followed his father to also become himself a renowned mathematician.

Markov was born on 14 June 1856 in Ryazan, Russia, and died on 20 July 1922 in Petrograd (now St. Petersburg), Russia.