🔬 Discovery

Markov chains

Cadenas de Markov

Date
1906 · confidence high
Place
St Petersburg, Russia
Credited to
Andrey Markov
People
👤 Andréi Márkov1856–1922
Field
Knowledge & symbols

What was discovered

Stochastic processes in which the future depends only on the present state, for which Markov extended the law of large numbers; he applied them to the sequence of vowels and consonants in Pushkin.

It arose partly from a dispute with Nekrasov over independence and free will.

What it led to

  • stochastic processes
  • Markov chain Monte Carlo methods
  • hidden Markov models
  • Google's PageRank
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