An idea that changed the world
The Russian Revolution of 1917 was called the “Ten Days That Shook the World,” the title of a book by foreign correspondent Jack Reed, Class of 1910. But how about the one day in Russia that shook the world, and still does? That was Jan. 23, 1913, a century ago this week. Mathematician Andrey A. Markov delivered a lecture that day to the Imperial Academy of Sciences in St. Petersburg on a computational technique now called the Markov chain. Little noticed in its day, his idea for modeling probability is fundamental to all of present-day science, statistics, and scientific computing. Any attempt to simulate probable events based on vast amounts of data — the weather, a Google search, the behavior of liquids — relies on Markov’s idea. His lecture went on to engender a series of concepts, called Markov chains and Markov proposals, that calculate likely outcomes in complex systems. His technique is...