马尔可夫是圣彼得堡数学学派的卓越代表，他秉承和发展了切比雪夫的概率思想。第1次严格证明了中心极限定理；拓广了大数定理相关理论；创立了马尔可夫链，初步奠定了随机过程基础等。本文通过马尔可夫同恩师、师弟之间的学术切磋，展示了其高尚的科学人生观。

Markov was an excellent representative of the Mathematicians School from the St. Peterburg. He inherited and developed the probability thought from Chebyshev. He Provided the first rigorous proof on the central limit theorem, extended the theorem of large numbers and also laid a foundation on the theory of stochastic processes and so on. His researches Impelled the spread and the development of probability theory in Russia. This paper presents the academic discussion between Markov and the teacher junior fellow apprentice, It shows A. A. Markov's noble outlook on science and life.