# Andrei Andreyevich Markov

### Born: 14 June 1856 in Ryazan, Russia

Died: 20 July 1922 in Petrograd (now St Petersburg), Russia

**Andrei A Markov** was a graduate of Saint Petersburg University (1878), where
he began a professor in 1886. Markov's early work was mainly in number theory and analysis, continued fractions, limits of
integrals, approximation theory and the convergence of series.
After 1900 Markov applied the method of continued fractions, pioneered by his
teacher Pafnuty Chebyshev, to probability theory. He also studied
sequences of mutually dependent variables, hoping to establish the limiting
laws of probability in their most general form. He proved the central limit
theorem under fairly general assumptions.

Markov is particularly remembered for his study of Markov chains, 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. This work 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.

Markov was also interested in poetry and he made studies of poetic style, interestingly
Kolmogorov had similar interests.

Markov had a son (of the same name) who was born on September 9, 1903 and followed
his father in also becoming a renowned mathematician.