Eugene Seneta
Encyclopedia
Eugene Seneta is Professor Emeritus, School of Mathematics and Statistics, University of Sydney
, 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 Sciences. In 2007 Seneta was awarded the Hannan Medal
in Statistical Science
by the Australian Academy of Sciences, for his seminal work in probability and statistics; for his work connected with branching process
es, history of probability and statistics, and many other areas.
University of Sydney
The University of Sydney is a public university located in Sydney, New South Wales. The main campus spreads across the suburbs of Camperdown and Darlington on the southwestern outskirts of the Sydney CBD. Founded in 1850, it is the oldest university in Australia and Oceania...
, known for his work in probability and non-negative matrices, applications and history. He is known for the variance gamma model
Variance gamma process
In the theory of stochastic processes, a part of the mathematical theory of probability, the variance gamma process , also known as Laplace motion, is a Lévy process determined by a random time change. The process has finite moments distinguishing it from many Lévy processes. There is no diffusion...
in financial mathematics (the Madan-Seneta process
Variance gamma process
In the theory of stochastic processes, a part of the mathematical theory of probability, the variance gamma process , also known as Laplace motion, is a Lévy process determined by a random time change. The process has finite moments distinguishing it from many Lévy processes. There is no diffusion...
). 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. In 2007 Seneta was awarded the Hannan Medal
Hannan Medal
The Hannan Medal in the Mathematical Sciences is awarded every two years by the Australian Academy of Science to recognize achievements by Australians in the fields of pure mathematics, applied and computational mathematics, and statistical science....
in Statistical Science
by the Australian Academy of Sciences, for his seminal work in probability and statistics; for his work connected with branching process
Branching process
In probability theory, a branching process is a Markov process that models a population in which each individual in generation n produces some random number of individuals in generation n + 1, according to a fixed probability distribution that does not vary from individual to...
es, history of probability and statistics, and many other areas.