Andrey Andreyevich Markov (1856 – 1922) was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as Markov chains and Markov processes. Markov and his younger brother Vladimir Andreevich Markov (1871–1897) proved the Markov brothers' inequality. His son, another Andrei Andreevich Markov (1903–1979), was also a notable mathematician, making contributions to constructive mathematics and recursive function theory.
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