Andrey Markov

Andrey Markov was a Russian mathematician best known for his work on sequences of dependent random events, developing the mathematical framework now called Markov chains, in which the probability of each future state depends only on the current state and not on the sequence of events that preceded it. Markov first developed this theory in the early twentieth century partly to demonstrate that the law of large numbers, a fundamental result in probability, could apply even to sequences of events that are not fully independent of one another, using an analysis of the pattern of vowels and consonants in a work of Russian literature as one of his examples. Markov chains and their descendants became foundational tools used widely across probability theory, statistics, physics and, much later, computing, underlying applications from statistical modeling of language to search engine ranking algorithms and other computational systems that rely on modeling sequences of probabilistic states. Markov was also a vocal critic of the Russian Orthodox Church's excommunication of the novelist Leo Tolstoy, requesting, unsuccessfully, to be excommunicated himself in protest.