   andrey (andrei) andreyevich markov (, in older works also spelled markoffe.g. ) (14 june 1856 n.s.&nbsp;â 20 july 1922) was a russian mathematician. he is best known for his work on stochastic processes. a primary subject of his research later became known as markov chains and markov processes. markov and his younger brother vladimir andreevich markov (1871â1897) proved markov brothers' inequality. his son, another andrei andreevich markov (1903â1979), was also a notable mathematician, making contributions to constructive mathematics and recursive function theory. == biography == andrey andreyevich markov was born in ryazan as the son of the secretary of the public forest management of ryazan, andrey grigorevich markov, and his first wife nadezhda petrovna markova. in the beginning of the 1860s andrey grigorevich moved to st. petersburg to become an asset manager of ekaterina aleksandrovna valvatyeva. in 1866, andrey andreyevich's school life began with his entrance into st. petersburg's fifth grammar school. already during his school time andrey was intensely engaged in higher mathematics. as a 17-year-old grammar school student, he informed viktor bunyakovsky, aleksandr korkin, and yegor ivanovich zolotarev about an apparently new method to solve linear ordinary differential equations, and he was invited to the so-called korkin saturdays, where korkin's students regularly met. in 1874, he finished the school and began his studies at the physico-mathematical department of st. petersburg university. among his teachers were yulian sokhotski (dif
1856_births 1922_deaths 19th-century_Russian_mathematicians 20th-century_mathematicians Former_Eastern_Orthodox_Christians Full_Members_of_the_Russian_Academy_of_Sciences_(1917a25) Full_Members_of_the_St_Petersburg_Academy_of_Sciences People_from_Ryazan Probability_theorists Russian_atheists Russian_mathematicians Russian_statisticians Saint_Petersburg_State_University_alumni