Andrej Andreevich Markov (1856 - 1922)

Born 14 Jun 1856 in Ryazan Guberniya, Russian Empire

Died 20 Jul 1922 at age 66 in Petrograd, Russian Empire

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Biography

Andrey Markov is Notable.

Andrey was born in 1856. He passed away in 1922. He was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as Markov chains and Markov processes, i.e. sequences of random variables in which the future variable is determined by the present variable but is independent of the way in which the present state arose from its predecessors.

Markov applied the method of continued fractions, pioneered by his teacher Pafnuty Chebyshev, to probability theory. In 1909, Markov succeeded in proving the general result rigorously using Chebyshev’s method. He extended both the law of large numbers (which states that the observed distribution approaches the expected distribution with increasing sample size) and the central limit theorem to certain sequences of dependent random variables forming special classes of what are now known as Markov chains for which he is particularly remembered and which founded a completely new branch of probability theory and launched the theory of stochastic processes. In 1923, Norbert Wiener became the first to treat rigorously a continuous Markov process. The foundation of a general theory was provided during the 1930s by Andrei Kolmogorov.

For most of his childhood Markov used crutches due to a severe inborn deformity of his knee. At the age of ten, he had an operation on his knee and afterwards he was able to walk only with a slight limp. Later in life he developed an aneurysm in his leg, which led to multiple surgeries throughout the years. One of the operations on his leg was fatal; on July 20, 1922, A.A. Markov died of sepsis. He was buried in the Mytrophany Cemetery in St. Petersburg.^[1] .

Sources

1. ↑ The life and work of A.A. Markov. Gely P. Basharin, Amy N. Langville, Valeriy A. Naumov. Linear Algebra and its Applications 386 (2004) 3–26

• Wikipedia: Andrey Markov
• Wikidata: Item Q176659, en:Wikipedia
• http://scihi.org/andrey-markov/
• https://mathshistory.st-andrews.ac.uk/Biographies/Markov/
• https://langvillea.people.cofc.edu/MarkovReprint.pdf
• https://www.findagrave.com/memorial/88798507/andrey-andreevich-markov