Andrey (Andrei) Andreyevich Markov (Russian: Андрей Андреевич Марков) (June 14, 1856 N.S. – July 20, 1922) was a Russian mathematician. He is best known for his work on theory of stochastic processes. His research later became known as Markov chains.
He and his younger brother Vladimir Andreevich Markov (1871–1897) proved Markov brothers' inequality. His son, another Andrey Andreevich Markov (1903–1979), was also a notable mathematician, making contributions on constructive mathematics and recursive function theory.
Andrey Andreevich Markov was born in Ryazan as the son of the secretary of the public forest management of Ryazan, Andrey Grigorevich Markov, and his first wife Nadezhda Petrovna Markova.
In the beginning of the 1860s Andrey Grigorevich moved to St Petersburg to become an asset manager of the princess Ekaterina Aleksandrovna Valvatyeva.
In 1866 Andrey Andreevich's school life began with his entrance into Saint Petersburg's fifth grammar school. Already during his school time Andrey was intensely engaged in higher mathematics. As a 17-year-old grammar school student he informed Bunyakovsky, Korkin and Yegor Zolotarev about an apparently new method to solve linear ordinary differential equations and was invited to the so-called Korkin Saturdays, where Korkin's students regularly met. In 1874 he finished the school and began his studies at the physico-mathematical faculty of St Petersburg University.
Among his teachers were Yulian Sokhotski (differential calculus, higher algebra), Konstantin Posse (analytic geometry), Yegor Zolotarev (integral calculus), Pafnuty Chebyshev (number theory, probability theory), Aleksandr Korkin (ordinary and partial differential equations), Okatov (mechanism theory), Osip Somov (mechanics) and Budaev (descriptive and higher geometry).
In 1877 he was awarded the gold medal for his outstanding solution of the problem "About Integration of Differential Equations by Continuous Fractions with an Application to the Equation " In the following year he passed the candidate examinations and remained at the university to prepare for the lecturer's position.
Full article ▸