The life and work of A.A. Markov Original Research Article

The Russian mathematician A.A. Markov (1856–1922) is known for his work in number theory, analysis, and probability theory. He extended the weak law of large numbers and the central limit theorem to certain sequences of dependent random variables forming special classes of what are now known as Markov chains. For illustrative purposes Markov applied his chains to the distribution of vowels and consonants in A.S. Pushkin’s poem “Eugeny Onegin”. At present, much more important applications of Markov chains have been discovered. Here we present an overview of Markov’s life and his work on the chains.