Eugene_Seneta

Eugene Seneta

Eugene Seneta

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Eugene Seneta is Professor Emeritus, School of Mathematics and Statistics, University of Sydney, known for his work in probability and non-negative matrices,[1] applications and history.[2] He is known for the variance gamma model in financial mathematics (the Madan–Seneta process).[3] He was Professor, School of Mathematics and Statistics at the University of Sydney from 1979 until retirement, and an Elected Fellow since 1985 of the Australian Academy of Science.[4] In 2007 Seneta was awarded the Hannan Medal in Statistical Science[5][6] by the Australian Academy of Science, for his seminal work in probability and statistics; for his work connected with branching processes, history of probability and statistics, and many other areas.

References

  1. [1]
    E. Seneta (2006). Non-negative matrices and Markov chains. Springer Series in Statistics No. 21. U.S.A.: Springer. p. 287. ISBN 0-387-29765-0. MR 2209438.
  2. [2]
    C. C. Heyde and E. Seneta (2001). Statisticians of the Centuries. New York: Springer-Verlag. p. 500. ISBN 0-387-95329-9.
  3. [3]
    Madan and Seneta 1990; Seneta 2004.
  4. [4]
    Fellows of the Australian Academy of Science Archived 2011-10-06 at the Wayback Machine
  5. [5]
    Australian Academy of Science 2007 Awardees Archived 2010-04-27 at the Wayback Machine
  6. [6]
    Chris Heyde (2007). "Eugene Seneta Receives the Hannan Medal in 2007: Newsletter, Statistical Society of Australia, Incorporated" (PDF). Archived from the original (PDF) on 16 February 2011. Retrieved 19 February 2011. page 3.
  • E. Seneta (2004). Fitting the variance-gamma model to financial data, Stochastic methods and their applications, J. Appl. Probab. 41A, 177–187.
  • E. Seneta (2001). Characterization by orthogonal polynomial systems of finite Markov chains, J. Appl. Probab., 38A, 42–52.
  • Madan D, Seneta E. (1990). The variance gamma (v.g.) model for share market returns, Journal of Business, 63 (1990), 511–524.
  • P. Hall and E. Seneta (1988). Products of independent normally attracted random variables, Probability Theory and Related Fields, 78, 135–142.
  • E. Seneta (1974). Regularly varying functions in the theory of simple branching processes, Advances in Applied Probability, 6, 408–420.
  • E. Seneta (1973). The simple branching process with infinite mean, I, Journal of Applied Probability, 10, 206–212.
  • E. Seneta (1973). A Tauberian theorem of R. Landau and W. Feller, The Annals of Probability, 1, 1057–1058.


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