First Links in the Markov Chain Probability and poetry were
unlikely partners in the creation of a computational tool One
hundred years ago the Russian mathematician A. A. Markov founded
a new branch of probability theory by applying mathematics to
poetry. Delving into the text of Alexander Pushkin’s novel in
verse Eugene Onegin, Markov spent hours sifting through patterns
of vowels and consonants. On January 23, 1913, he summarized his
findings in an address to the Imperial Academy of Sciences in
St. Petersburg. His analysis did not alter the understanding or
appreciation of Pushkin’s poem, but the technique he
developed—now known as a Markov chain—extended the theory of
probability in a new direction. Markov’s methodology went beyond
coin-flipping and dice-rolling situations (where each event is
independent of all others) to chains of linked events (where
what happens next depends on the current state of the system).
Markov chains are everywhere in the sciences today. Methods not
too different from those Ma