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The Markov Centennial
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(For new reader and those who request 好友请求, please read my 公告栏 first)
On January 23, 1913, A.A. Markov delivered a lecture at the St. Petersburg Russian Academy of Sciences on Probability. It is an empirical as well as theoretical study of the frequency of joint occurrences of vowels and consonants in the poems of Eugene Onegin authored by probably the most famous Russian author, Alexander Pushkin.
For any scholar or scientist/engineer dealing with systems, control, signals, information, and uncertainty, the name of MARKOV is very much like the name CONFUCIUS is to Chinese literature. One can hardly avoid it. However, for several decades after his lecture, Markov’s work did not gain popularity. In fact, it was only after Shannon’s famous 1948 paper associated with the invention of Information Theory and the subsequent need to control uncertainties in aerospace work that his name gained fame. The current use of his name associated with the study of stochastic processes and its myriad applications including bioinformatics are far removed from the original intention of Markov’s lecture. At the time he was more concerned with showing that the requirement of independent samples are NOT necessary in proving the validity of the Law of Large Numbers. But this is getting technical. I need to write separately a series of articles explaining probability and stochastic processes for the lay public before the import of these words can be meaningful (I shall do this later).
Here I just want to report on the mini-symposium that took place at Harvard University on January 23, 2013 exactly one hundred years after the Markov lecture celebrating the centennial of this historical event.
I found attending the symposium very enjoyable for four reasons:
1. In one of my earlier blog article “On Oral Examinations” http://blog.sciencenet.cn/blog-1565-13708.html I mentioned that my favorite question on oral examinations, which I always tell the student beforehand so that s/he can prepare, is “ explain to me what is a stochastic process?”
2. In 2000 when I was lecturing at Zhejaing University in Hangzhou one student asked me what I consider to be the most important applied mathematical subject for a system engineer/theorist to learn. My unhesitating answer: probability and stochastic processes
3. I learned many personal facts about A.A. Markov at this symposium which were interesting.
4. Although I have “retired” for 12 years now. I found that 50% of the stuff at the symposium I already know and the other new 50% I can follow and understand, i.e., my mind is still active.
OK. I now have to take time to write a popularized account of probability and stochastic processes, in particular, Markov processes. This will be much more difficult than simple reporting. Please wait.
https://blog.sciencenet.cn/blog-1565-656455.html
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