A. A. Markov's work on probability (Q1203011)

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A. A. Markov's work on probability
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    A. A. Markov's work on probability (English)
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    7 February 1993
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    A detailed biography of Andrej Andrejewitsch Markov (1856--1922) is given and an account of his contributions to probability. This has already been done by various authors as \textit{L. E. Maistrov}, Probability theory (New York, London 1974; Zbl 0308.01001), Russian original in (1961; Zbl 0298.01003); by \textit{B. V. Gnedenko} and \textit{O. B. Sheynin} [Chapter 4 in \textit{A. N. Kolmogorov} and \textit{A. P. Yushkevich}, Mathematics of the 19th Century (1992; Zbl 0749.01016); Russian original (1978; Zbl 0523.01001)]; see also \textit{E. Senata} in Encycl. Stat. Sci. 5, 247--249 (1985) and \textit{A. A. Markov} (1951), Selected works, ed. by \textit{Yu. V. Linnik} in Russian (Leningrad 1981; Zbl 0589.01015). A short biography of Pavel Alexandrowich Nekrasov (1853--1924), who criticized Markov and who wanted to reconcile mathematics with religion and philosophy, is included. The bibliography of Markov's works in the Russian edition 1951 failed to mention four items (unpublished papers) and there exist slight differences in the different versions. Checking the published version of Markov's letters to Chuprov [\textit{Kh. O. Ondar} (ed.), The correspondence between A. A. Markov and A. A. Chuprov (New York 1981; Zbl 0476.62002), Russian original (1977; Zbl 0451.62002)] against its originals, one finds a great number of mistakes. 130 references, 47 of Markov himself. There exist some differences in citation of Russian and German, resp. French titles.
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    central limit theorem
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    law of large numbers
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    Markov chains
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