Аннотация:It is shown that within the framework of the Kolmogorov model the “energy” of the pole E(t) = x 1 2 + x 2 2 can be interpreted as a Markovian process. The exact analytical expression has been obtained for the density of the conditional probability of the quantity E(t) and the problem of the first passage time of the process E(t) has been analyzed. It was shown that the available data on the swing of the function E(t) are not at variance with the Kolmogorov model and a short-period drop of the amplitude of the Chandler wobble in the early 20th century fits this model at Q = 50–200 too; values of Q > 350 are less reasonable.