Andrey Andreyevich Markov (14 June 1856 – 20 July 1922) was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as the Markov chain. He was also a strong, close to master-level chess player.Markov and his younger brother Vladimir Andreevich Markov (1871–1897) proved the Markov brothers' inequality.
His son, another Andrey Andreyevich Markov (1903–1979), was also a notable mathematician, making contributions to constructive mathematics and recursive function theory.Biography
Andrey Markov was born on 14 June 1856 in Russia. He attended the St. Petersburg Grammar School, where some teachers saw him as a rebellious student. In his academics he performed poorly in most subjects other than mathematics. Later in life he attended Saint Petersburg Imperial University (now Saint Petersburg State University). Among his teachers were Yulian Sokhotski (differential calculus, higher algebra), Konstantin Posse
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