Andrei Markov was born on June 14, 1856 in Ryazan, Russia. He attended St Petersburg University, where was a student of Pafnuty Chebyshev, and later taught at the same university.
Markov's early mathematical contributions were in the areas of number theory, analysis, continued fractions, infinite series, and approximation theory. To students of probability, Markov is best known for his study of a class of random processes of fundamental importance that are now known as Markov process. A Markov process is characterized by the property that, at any time, the future behavior of the process is independent of the past behavior, given the present state. Markov also studied sequences of dependant random variables and limit theorems in probability, including the central limit theorem.
Markov died on July 20, 1922 in St Petersburg, Russia.