Eugene Seneta
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 Sciences.[4] In 2007 Seneta was awarded the Hannan Medal in Statistical Science[5][6] by the Australian Academy of Sciences, 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
- ↑ 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 MR2209438.
- ↑ C. C. Heyde and E. Seneta (2001). Statisticians of the Centuries. New York: Springer-Verlag. p. 500. ISBN 0-387-95329-9.
- ↑ Madan and Seneta 1990; Seneta 2004.
- ↑ Fellows of the Australian Academy of Sciences
- ↑ Australian Academy of Science 2007 Awardees
- ↑ Chris Heyde (2007). "Eugene Seneta Receives the Hannan Medal in 2007: Newsletter, Statistical Society of Australia, Incorporated" (PDF). 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.
External links
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