Home 

 Andrei Andreyvich Markov (1856-1922)

Proposal
Number Sense
Interactive Quiz
Lesson Plans
History
Problem Bank
Glossary
Quotes
Helpful Links
References



     Andrei Andreyvich Markov, commonly called a number theorist and mathematician, was born to his parents, Andrei Grigorievich, an employee of the state forest department, and  Nadezhda, who grew up in Russia.  He excelled in school, with the exception of mathematics.  After receiving his bachelor’s 
degree at the University of St. Petersburg, he continued his studies and earned his master’s degree and Ph. D.  During his studies at the university, he focused on numerous mathematical topics, such as the evaluation of limits for functions, integrals, and derivatives; but did not focus on probability theory until his later years.

     Markov is known for his studies and contributions to probability theory.  The most notable contribution is the development of a Markov chain.  According to Young (1998), one can often predict

the future status of some collection of random events if certain information is available about the present status of the sequence of events.  As an example, the movement of gas molecules in a container is random.  It can never be predicted exactly what any one molecule will do at any given moment.  But, Markov showed, there are certain circumstances under which a later state of molecules in the container can be predicted if certain conditions exist among the molecules now.  The sequence of events under which this situation can occur is called a Markov chain. (p. 335)

     Although Markov found few practical applications before he died in St. Petersburg in 1922, one can find numerous applications of his work in biological sciences, physical sciences, and technology.  

Additional Links:
MacTutor - Markov
The World Great Mathematicians, Hong Kong Baptist University - Markov

 Activity #6:
Note: As mentioned in Markov’s biography above, a Markov Chain is a process in which an event that happens is influenced by what happened immediately before that event.  Mathematically, a Markov Chain is "a sequence of experiments, each if which results in one of a finite number of states that we label 1, 2, . . . , m.  If pij is the probability of moving from state I to state j, then the transition matrix P= [pij] of a Markov chain is the m x n matrix

Notice that the transition matrix P is a square matrix with entries that are always between 0 and 1, inclusive, since they represent probabilities (Mizrahi & Sullivan, 2000, p. 456).

Activity: Voting Patterns (Mizrahi & Sullivan, 2000, p. 461):

The voting pattern for a certain group of cities is such that 60% of the Democratic (D) mayors were succeeded by Democrats and 40% by Republicans (R).  Also, 30% of the Republican mayors were succeeded by Democrats and 70% by Republicans.

(a)  Explain why the above is a Markov chain.

(b)  Set up the 2 x 2 matrix P with columns and rows labeled D and R to display these transitions.

(c)   Compute P2 and P3.

Link to solution.


Picture reproduced from MacTutor History of Mathematics archive with permission.