Georgy Feodosevich Voronyi was an Imperial Russian mathematician of Ukrainian descent noted for defining the Voronoi diagram.
Georgy Voronoy
Andrey Andreyevich Markov was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as the Markov chain. He was also a strong, close to master-level chess player.
Markov in 1886
Markov
Markov's headstone