Summary: Linear Algebra and its Applications 386 (2004) 326
The life and work of A.A. Markov
Gely P. Basharin a, Amy N. Langville b,
, Valeriy A. Naumov c
aPeoples' Friendship University, Ordzhonikidze 3, 117419 Moscow, Russia
bDepartment of Mathematics, North Carolina State University, Raleigh, NC 27695-8205, USA
cLappeenranta University of Technology, P.O. Box 20, 53850 Lappeenranta, Finland
Received 12 August 2003; accepted 30 December 2003
Submitted by B. Stewart
The Russian mathematician A.A. Markov (18561922) 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.
© 2004 Elsevier Inc. All rights reserved.
Keywords: Andrei A. Markov biography; Markov chain; Weak law of large numbers