Andrei Andreevich Markov's research covered a number of fields in mathematics, including number theory, differential equations, and quadrature formulas. He is best known, however, for his work in probability theory and his derivation of a powerful predictive tool now known as Markov chains. Although Markov himself saw few applications for this tool, Markov chains are now widely used in many fields of modern science.

Markov was born in Ryazan, Russia, on June 14, 1856. His mother was Nadezhda Petrovna, daughter of a government worker, and his father was Andrei Grigorievich Markov, an employee of the state forestry department who also managed a private estate. Markov suffered from poor health as a child, walking with crutches until the age of ten. He was not a particularly good student, although he demonstrated an interest and skill in mathematics at an early age. While still in high school he wrote a paper on...