Andrey Andreyevich Markov[a] (14 June 1856 – 20 July 1922) was a Russian mathematician best known for his work on stochastic processes.

His son, another Andrey Andreyevich Markov (1903–1979), was also a notable mathematician, making contributions to constructive mathematics and recursive function theory.

Among his teachers were Yulian Sokhotski (differential calculus, higher algebra), Konstantin Posse (analytic geometry), Yegor Zolotarev (integral calculus), Pafnuty Chebyshev (number theory and probability theory), Aleksandr Korkin (ordinary and partial differential equations), Mikhail Okatov (mechanism theory), Osip Somov (mechanics), and Nikolai Budajev (descriptive and higher geometry).

He figured out that he could use chains to model the alliteration of vowels and consonants in Russian literature.

During the following year, he passed the candidate's examinations, and he remained at the university to prepare for a lecturer's position.

In April 1880, Markov defended his master's thesis "On the Binary Square Forms with Positive Determinant", which was directed by Aleksandr Korkin and Yegor Zolotarev.

Four years later in 1884, he defended his doctoral thesis titled "On Certain Applications of the Algebraic Continuous Fractions".

Later he lectured alternately on "introduction to analysis", probability theory (succeeding Chebyshev, who had left the university in 1882) and the calculus of differences.

Markov refused to accept this decree, and he wrote an explanation in which he declined to be an "agent of the governance".

Markov then resumed his teaching activities and lectured on probability theory and the calculus of differences until his death in 1922.