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Biography of Andrei Andreyevich Markov
Name and Name Modifications:
Andrei Andreevich
In German Markow
Marcov
Neistovy Andrei = Andrew the Furious.
Dates of Birth and Death:
(∗) 2 June 1856 (Russian Calendar), in new calendar 14 June 1856 in in
Ryazan, Russia
(†) 20 July 1922 in Petrograd, now St. Petersburg, Russia
Family Data:
Till now, it was impossible top get information about Markov’s parents or
wife. Markov had a son, born on 9 September 1903. He followed his father’s
footsteps and also became a well-known mathematician.
Education:
As from 1866, Markov attended the fifth St. Petersburg gymnasium. He was
a poor student in all fields besides mathematics. Already when he was a boy
he showed his uncompromising nature mixed with emotions, which often led
to confrontation with other people, especially with the tsarist regime.
In 1874, he started his studies at the University of St. Petersburg in the
Physico-Mathematical Faculty, under A.N. Korkin, E. I. Zolotarev and Pafnuty
Chebyshev (1821-1894). Chebyshev encouraged him a lot. He finished his
studies in 1878 and received a gold medal. As one of the best students, he
was expected to start a career at the University.
Professional Career:
When Chebyshev left the University, Markov overtook his courses. His dissertation dealt with the topic On Some applications of Algebraic Continued
Fractions, it was partly published in 1884. In 1886, Markov became Professor
at the St. Petersburg University. At the proposal of Chebyshev, Markov was
elected to the St. Peterburger Akademy of Sciences in 1886 and became full
member in 1896. Together with Aleksandr Lyapunov (1857-1918), Markov
was the most important disciple of Chebyshev in the St. Petersburg school
of probability.
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Markov retired from the University in 1905, but still continued to teach and
look for practical application of the theory of probability. By his correspondence with Alexander Chuprov (1874-1926) 1910 till 1917, he switched to
mathematical Statistics, which lasted from 1910 till 1917.
From 1904 to 1915, he wrote letters to newspapers on current social issues,
especially on education; the press gave him the nickname Neistovy Andrei
(Andrew the Furious) because of this.
Markov opposed the Czarist regime and the Orthodox Church in Russia
because they removed unpopular members from the Academy of Sciences or
excommunicated critical persons.
Markov proved the “Central Limit Theorem”. His research on the so-called
Markov chains influenced the application of random processes. His book
became very important for the development of the theory of probability and
statistics. The “Markov chains” bear his name.
Important Publications:
• Work selection: Izbrannye trudy, T. 1: Matematika, mechanika, fizika
(Leningrad 1951; Moskva 2002); T. 2: Teorija algorifnov i konstruktivnaja matematika (Leningrad 1951; Moskva 2003).
• Table des valeurs de l’intégrale (St. Petersburg 1888).
• Differenzrechnung (Leipzig 1896).
• Together with N.M Nagorny: Teorija algorifov (Moscow 1954), English:
The theory of algorithms (transl. by M. Greendlinger) (Providence RI
1960; Dordrecht 1988).
• Wahrscheinlichkeitsrechnung (Leipzig, Berlin 1912).
• Démonstration du second théoreme-limite du calcul des probabilités par
la méthode des moments (St. Petersburg 1913).
• J. Bernoulli: On the law of large numbers, transl. by J.V. Uspensky,
Preface by Markov (Moscow 1913, repr. Moscow 1986).
• The Calculus of Probabilities (Moscow 1924, 4. edition, Russian).
• Kh.O. Ondar (ed.), The correspondence between A.A. Markov and A.A.
Chuperov on the theory of probability and mathematical statistics (New
York 1981).
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• Oscar Sheynin (ed.), From Markov to Kolmogorov: Russian papers on
probability (Egelsbach 1998).
Scientific Honors:
Crater Markov on the moon bears his name. Markov became full member of
the Russian Academy of Sciences in 1896. Because of the arbitrariness of the
Academy concerning the removal of members ordered by the Tsar Markov
refused to receive a medal.
References and Literature:
• Charles Coulston Gillespie (ed.), Dictionary of scientific biography, vol. IX
(New York 1974) pp. 124-130.
• Elart von Collani (ed.), Defining the Science of Stochastics (Lemgo 2004).
• B.N. Delone, The Sr. Petersburg school of number theory (Providence, RI
2005).
• S. Ya. Grodzensky, Andrei Andreevich Markov (Moskva 1987) (russisch).
• Anders Hald, A History of Probability and Statistics and Their Applications before 1750 (New York 1998).
• C.C. Heyde, E. Seneta, I.J. Bienaymé. Statistical theory anticipated (New
York 1977).
• Philipp von Hilgers, Wladimir Velminski (eds.), Andrej A. Markov: berechenbare Künste (Zürich 2004).
• David Link, “Chains to the West: Markov’s theory of connected events
and its transmission to Western Europe”, Science in context 19 (2006) pp.
56-589.
• David Link, “Traces of the mouth: Andrei Andreyevich Markov’s mathematization of writing”, History of science 44 (2006) = 145 (2006) pp. 321-348.
• E. Seneta, “The central limit problem and linear least squares in prerevolutionary Russia. The background”, Mathematical Scientist 9 (1984) pp.
37-77.
• E. Seneta, “Markov and the birth of chain dependence theory”, International Statistical Review 64 (1996) pp. 255-263.
• E. Seneta, “Andrei Andreevich Markov”, in: C.C. Heyde, E. Seneta, Statisticians of the Centuries (New York 2001) pp. 243-247.
• Oscar B. Sheynin, “A.A. Markov’s work on probability”, Archive for History of Exact Sciences 39 (1989) pp. 337-377, plus “Errata for the contribution”, Archive for History of Exact Science 40 (1989) p. 387.
• Oscar B. Sheynin, “Markov’s work on the treatment of observations”, Historia scientiarum 2. ser. 16, bzw. 88 (2006) pp. 80-95.
• Oscar B. Sheynin, “Markov: integrity is just as important as scientific mer-
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its”, NTM 15 (2007) pp. 289-294.
• J.J. O’Connor, E.F. Robertson, http://www-groups.dcs.st-and.ac.uk/ history/Mathematicians/Markov.html (20 July 2005).
• J.J. O’Connor, E.F. Robertson, http://www-groups.dcs.st-and.ac.uk/ history/References/Markov.html (20 July 2005).
Author(s) of this contribution:
Claudia von Collani
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