Andrey (Andrei) Andreyevich Markov (Russian: Андрей Андреевич Марков) (June 14, 1856 N.S. – July 20, 1922) was a Russian mathematician. He is best known for his work on theory of stochastic processes. His research later became known as Markov chains.
He and his younger brother Vladimir Andreevich Markov (1871–1897) proved Markov brothers' inequality. His son, another Andrey Andreevich Markov (1903–1979), was also a notable mathematician, making contributions on constructive mathematics and recursive function theory.