Andrei Andreyevich Markov was a Russian mathematician who is known primarily for his contributions to the field of probability theory. Many of these contributions gained prominence because of their applicability to machine learning, natural language processing, and biology. Perhaps you have heard of:

Andrei Markov was born on June 14, 1856 in Ryazan, Russia. He attended St. Petersburg University where he later became a professor. Markov began his work in number theory, but was later influenced by his mentor, the famous mathematician Pafnuty Chebyshev, to continue working in the field of probability theory.

During his lifetime, Markov was most famous for proving the Central Limit Theorem, but his work on what later came to be known as Markov chains is probably his most significant contribution. His research on Markov chains became the starting point for the field of stochastic processes.

Andrei Markov died on July 20, 1922.

Information for this writeup came from http://www-history.mcs.st-andrews.ac.uk/history/Mathematicians/Markov.html