History
Andrey Markov produced the first results (1906) for these processes, purely theoretically. A generalization to countably infinite state spaces was given by Kolmogorov (1936). Markov chains are related to Brownian motion and the ergodic hypothesis, two topics in physics which were important in the early years of the twentieth century, but Markov appears to have pursued this out of a mathematical motivation, namely the extension of the law of large numbers to dependent events. In 1913, he applied his findings for the first time to the first 20,000 letters of Pushkin's Eugene Onegin.. By 1917, more practical application of his work was made by Erlang to obtain formulas for call loss and waiting time in telephone network.
Seneta provides an account of Markov's motivations and the theory's early development. The term "chain" was used by Markov (1906).
Read more about this topic: Markov Chain
Famous quotes containing the word history:
“There is one great fact, characteristic of this our nineteenth century, a fact which no party dares deny. On the one hand, there have started into life industrial and scientific forces which no epoch of former human history had ever suspected. On the other hand, there exist symptoms of decay, far surpassing the horrors recorded of the latter times of the Roman empire. In our days everything seems pregnant with its contrary.”
—Karl Marx (1818–1883)
“The reverence for the Scriptures is an element of civilization, for thus has the history of the world been preserved, and is preserved.”
—Ralph Waldo Emerson (1803–1882)
“The history of the world is the record of the weakness, frailty and death of public opinion.”
—Samuel Butler (1835–1902)