Andrey Andreyevich Markov (1856–1922)
A distinguished Russian mathematician and one of the leading figures of the Saint Petersburg mathematical school, best known for his work in probability theory and stochastic processes.
In 1906 he introduced the concept now known as Markov chains — a model of a random process in which the probability of transitioning to the next state depends only on the current state and not on the sequence of events that preceded it. Markov chains and the broader theory of Markov processes have become foundational across modern mathematics, statistics, information theory, machine learning and natural language processing.
Connection with the university
Markov was for many years a professor at Saint Petersburg University — the same faculty under which our laboratory operates today. The lab bears his name in recognition of his contribution to science and to the tradition of rigorous mathematical analysis that underpins data science and artificial intelligence.