Markov, Andrei Andreevich
Born Ryazan, Russia, 14 June 1856
Died Petrograd (Saint Petersburg, Russia), 20 May 1922
Russian mathematician Andrei Markov had the good luck to work with Pafnuty Chebyshev (of the polynomials) at Saint Petersburg (1874–1878). Many of his contributions were in the area of probability theory, including a refinement of the central limit theorem invented by Pierre de Laplace. He is best known for the Markov chains. Roughly these describe systems and processes whose future can be predicted from (completely known) current conditions with no knowledge of the past history of the system. Some astronomical systems, for instance clusters of stars (treated as point masses), can be thought of as Markovian. In practice, the precise knowledge of everything about the system at one time is never available. Markov's contemporary A. Lyapunov wrote down criteria for deciding when imprecise knowledge of a system would lead to its future behavior evolving in totally unpredictable directions. Such...
- Anon. (1994). “Markov.” In The Biographical Dictionary of Scientists, edited by Roy Porter, 2nd ed., p. 462. New York: Oxford University Press.Google Scholar