Eugene Seneta is Professor Emeritus, School of Mathematics and Statistics,

University of Sydney The University of Sydney (USYD), also known as Sydney University, or informally Sydney Uni, is a public university, public research university located in Sydney, Australia. Founded in 1850, it is the oldest university in Australia and is one o ...

, known for his work in probability and non-negative matrices, applications and history. He is known for the variance gamma model in financial mathematics (the Madan-Seneta process). 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 The Australian Academy of Science was founded in 1954 by a group of distinguished Australians, including Australian Fellows of the Royal Society of London. The first president was Sir Mark Oliphant. The academy is modelled after the Royal So ...

. In 2007 Seneta was awarded the Hannan Medal in Statistical Science page 3. by the Australian Academy of Science, for his seminal work in probability and statistics; for his work connected with

branching process In probability theory, a branching process is a type of mathematical object known as a stochastic process, which consists of collections of random variables. The random variables of a stochastic process are indexed by the natural numbers. The ori ...

es, history of probability and statistics, and many other areas.

References

* 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.

External links

Eugene Seneta faculty page at U. of Sydney
an
list of publications
* Probability theorists Australian statisticians Fellows of the Australian Academy of Science Living people Year of birth missing (living people) {{statistician-stub