  Exploiting the peculiar properties of proximity-induced superconductivity on
the surface of a topological insulator, we propose a device which allows the
creation of a Majorana fermion inside the core of a pinned Abrikosov vortex.
The relevant Bogolyubov-de Gennes equations are studied analytically. We
demonstrate that in this system the zero-energy Majorana fermion state is
separated by a large energy gap, of the order of the zero-temperature
superconducting gap $\Delta$, from a band of single-particle non-topological
excitations. In other words, the Majorana fermion remains robust against
thermal fluctuations, as long as the temperature remains substantially lower
than the critical superconducting temperature. Experimentally, the Majorana
state may be detected by measuring the tunneling differential conductance at
the center of the Abrikosov vortex. In such an experiment, the Majorana state
manifests itself as a zero-bias anomaly separated by a gap, of the order of
$\Delta$, from the contributions of the nontopological excitations.
