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Markov and the Birth of Chain Dependence

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Dr Eugene Seneta, Univ. of Sydney, Australia

What
  • Colloquium
When Thu, Oct 14, 1999
from 03:00 PM to 04:00 PM
Where RH 223
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Abstract: Markov chains, introduced by the Russian mathematician A.A. Markov in 1906, have become widely known and generalized as probability models. Virtually unknown is the fact that Markov, of the Saint Petersburg Mathematical "School", was prompted to introduce his chains in response to the Moscow mathematician P.A. Nekrasov, with whom Markov was involved in a series of bitter disputes. These involved not only mathematical issues, but also philosophical and religious concepts, whereby they acquired ideological coloration through the Sovieet era and helped lead to the political suppression of the mathematical achievements of the Moscow Mathematical "School". This talk will explore these issues briefly from the focal point of the Weak Law of Large Numbers as empirical fact and mathematical theorem.

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