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Andrei Andreyevich Markov

The life of Andrei Andreyevich Markov - Chains and Challenging the Tsar.


Markov Property

The principle that the future state depends only on the current state, not the past.

\[ P(X_{n+1} = x \mid X_1 = x_1, \dots, X_n = x_n) = P(X_{n+1} = x \mid X_n = x_n) \]

Markov Inequality

A fundamental bound in probability theory.

\[ P(X \ge a) \le \frac{E[X]}{a} \]

Sources: https://mathshistory.st-andrews.ac.uk/Biographies/Markov/

See Also