Markov and the Birth of Chain Dependence Theory

From MaRDI portal
Publication:4358384





This paper is reprinted from Bull. Int. Stat. Inst. 56, No. 3, 1261-1276 (1995). The author examines Markov's first memoir on ``Markov chains (1906) setting high store by his intuition and connects it with the work of Bernstein. He also emphasizes that Nekrasov's (only partly correct) remark about the conditions for the weak law of large numbers became the starting point for Markov's study of dependent variables. The author provides a wrong date (1912 rather than 1901) for Tolstoy's excommunication from the Russian Orthodox Church and does not refer to the reviewer's book ``A. A. Chuprov: Life, work, correspondence (1990; Zbl 0719.01020). Relevant recent works are: \textit{A. D. Solovev} [Istor.-Mat. Issled. 37, No. 2, 9-22 (1997)] and \textit{S. N. Bernstein} et al., ``From Davidov to Romanovsky (Egelsbach, 1998) which includes the translation of the entire dispute between Markov and Lyapunov with Nekrasov.











This page was built for publication: Markov and the Birth of Chain Dependence Theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4358384)