Markov, Andrei Andreevich

Japanese: マルコフ（英語表記）Markov， Andrei Andreevich

Born: June 14, 1856 in Ryazan
[Died] May 20, 1922. Petrograd. Russian mathematician. Entered St. Petersburg University (1874). Attended the St. Petersburg School research group led by P. Chebyshev. Chebyshev had a great influence on his research on probability theory. In 1878, he was awarded the gold medal for his "Solution of differential equations by continued fractions" at the time of graduation. Lecturer (80), associate professor (86), and professor (93-1905) at St. Petersburg University. His early research was in number theory and analysis, but from around 1900 he focused on probability theory. His important achievement was the introduction of the so-called Markov chain (→ Markov process). The theory of Markov chains originated in the study of the probability of events that are mutually dependent, and is widely applied to biology and social sciences as part of modern stochastic process theory. He also extended some classical results on independent events to several types of chains.

Source: Encyclopaedia Britannica Concise Encyclopedia About Encyclopaedia Britannica Concise Encyclopedia Information

Japanese:

[生]1856.6.14. リャザン
[没]1922.5.20. ペトログラード
ロシアの数学者。ペテルブルグ大学に入学 (1874) 。 P.チェビシェフの主宰するペテルブルグ学派の研究会にも出席。彼の確率論の研究には，チェビシェフの影響が大きい。 1878年，卒業時に『連分数による微分方程式の解法』によって金賞を贈られる。ペテルブルグ大学講師 (80) ，助教授 (86) ，教授 (93～1905) 。初期の研究は整数論と解析学であったが，1900年頃から確率論を主として研究。彼の重要な業績は，いわゆるマルコフ連鎖の導入である (→マルコフ過程 ) 。マルコフ連鎖の理論は，互いに従属する事象の確率の研究に起源をもつもので，現代の確率過程論の一部分として，生物学，社会科学に広く応用されている。そのほか彼は，独立な事象に関するいくつかの古典的結果を，いくつかの型の連鎖に拡張した。

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