The Life and Work of A. A. Markov

Markov’s Extensions to his Chains1910 studies simple 2-state nonhomogeneous chain, “Investigation of thegeneral case of trials connected in a chain”1911 studies complex homogeneous chains with dependence onpreceding two states, can’t establish ergodic property1913 publishes 3 rd edition of his book, “The Calculus of Probabilities”– adds work from 1906-1913 on chains– “Let us finish the article and the whole book with a good example of thedependent trials, which approximately can be regarded as a simple chain.”