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Eugene Seneta - Wikipedia

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Australian statistician

Eugene B. Seneta (born 1941) 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 variance gamma 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.

• 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.

• Eugene Seneta faculty page at U. of Sydney and list of publications.

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