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 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.
- ^ 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.
- ^ 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 Science Archived 2011-10-06 at the Wayback Machine
- ^ Australian Academy of Science 2007 Awardees Archived 2010-04-27 at the Wayback Machine
- ^ 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.