Markov, Andrei Andreyevich (1856-1922)

Russian mathematician, formulator of the Markov chain, an example of a stochastic (random) process.

Markov was born in Ryazan, near Moscow, and studied at St Petersburg, where he became professor in 1893. At the same time he became involved in liberal political movements. He refused to accept tsarist decorations and in 1907 renounced his membership of the electorate when the government dissolved the fledgling representative duma, or parliament.

Markov's early work was devoted primarily to number theory - continued fractions, approximation theory, differential equations, integration in elementary equations - and to the problem of moments and probability theory. Throughout he used the method of continued fractions.

A Markov chain may be described as a chance process that possesses a special property, so that its future may be predicted from the present state of affairs just as accurately as if the whole of its past history were known. Markov believed that the only real examples of his chains were to be found in literary texts, and he illustrated his discovery by calculating the alteration of vowels and consonants in Pushkin's Eugene Onegin. Markov chains are now used in the social sciences, atomic physics, quantum theory, and genetics.