Markov was educated at St Petersburg U (where one teacher was Chebyshev). On graduation, he joined the faculty and specialized in probability. Markov's outstanding contribution was the idea underlying Markov processes. He is also remembered for his contribution to the mathematics of linear models through the Gauss–Markov theorem (see multiple regression model). A lunar crater is named after him.

http://logic.pdmi.ras.ru/Markov/ Website and links.