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Mathematics

D-Index
44
Citations
17142
World Ranking
1526
National Ranking
37

Research.com Recognitions

  • 1985 - Fellow of the Australian Academy of Science

Overview

Eugene Seneta is affiliated with the University of Sydney in Australia, contributing primarily in the field of Mathematics. Their work spans several subfields including Statistics and Probability, Finance, Management Science and Operations Research, Global and Planetary Change, and Mathematical Physics.

Their research covers multiple topics such as Statistical Distribution Estimation and Applications, Financial Risk and Volatility Modeling, Probability and Risk Models, Hydrology and Drought Analysis, Statistical Methods and Inference, Statistical Methods in Clinical Trials, and Stochastic Processes and Financial Applications.

Seneta has authored a number of recent papers, highlighting contributions to statistical distribution theory and financial mathematics. These include:

  • "Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case" (2021) published in Statistics & Probability Letters
  • "Tail asymptotics for the bivariate skew normal in the general case" (2022) published on arXiv (Cornell University)
  • "On Familywise Error Rate Cutoffs under Pairwise Exchangeability" (2023) published in Methodology And Computing In Applied Probability
  • "The t-Distribution in Financial Mathematics and Multivariate Testing Contexts" (2025) published in Journal of risk and financial management
  • "Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution" (2020) published on arXiv (Cornell University)

Seneta's publications appear frequently in venues such as Statistics & Probability Letters, arXiv (Cornell University), Methodology And Computing In Applied Probability, Journal of risk and financial management, and Electronic Imaging.

Throughout their career, Seneta has collaborated with several co-authors, notably Thomas Fung with six joint publications. Other frequent collaborators include Siavash Norouzi, James J. D. Luis, Ramyaa Ramyaa, and J. S. Young.

In recognition of their contributions, Seneta was awarded the title of Fellow of the Australian Academy of Science in 1985.

Best Publications

  • Non-negative Matrices and Markov Chains

    E. Seneta

  • The Variance Gamma (V.G.) Model for Share Market Returns

    Dilip B. Madan;Eugene Seneta

  • Regularly varying functions

    Eugene Seneta

  • On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains

    J. N. Darroch;E. Seneta

  • On quasi-stationary distributions in absorbing continuous-time finite Markov chains

    J. N. Darroch;E. Seneta

  • Non-negative Matrices and Markov Chains (Springer Series in Statistics)

    E. Seneta

  • On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states

    E. Seneta;D. Vere-Jones

  • Regularly varying sequences

    J. Galambos;E. Seneta

  • A unified theory of regularly varying sequences

    Ranko Bojanic;Eugene Seneta;Eugene Seneta

  • Non-Negative Matrices: An Introduction to Theory and Applications

    E. Seneta

  • Functional equations and the Galton-Watson process

    E. Seneta

  • FITTING THE VARIANCE-GAMMA MODEL TO FINANCIAL DATA

    Eugene Seneta

  • Slowly varying functions and asymptotic relations

    R Bojanic;E Seneta

  • Discrete Markov chains

    Vsevolod Ivanovich Romanovskiĭ;E. Seneta

  • ESTIMATION THEORY FOR GROWTH AND IMMIGRATION RATES IN A MULTIPLICATIVE PROCESS

    C. C. Heyde;E. Seneta

  • Chebyshev Polynomial Approximations and Characteristic Function Estimation

    D. B. Madan;E. Seneta

  • A Refinement of Two Theorems in the Theory of Branching Processes

    C. R. Heathcote;E. Seneta;D. Vere-Jones

  • Perturbation of the stationary distribution measured by ergodicity coefficients

    E. Seneta

  • Statisticians of the Centuries

    Eugene Seneta

  • Markov and the birth of chain dependence theory

    E. Seneta

  • ON QUASI-STATIONARY DISTRIBUTIONS IN

    Absorbing Continuous-Time Finite;J. N. Darroch;E. Seneta

Frequent Co-Authors

C. C. Heyde
C. C. Heyde Australian National University
Dilip B. Madan
Dilip B. Madan University of Maryland, College Park
Gene H. Golub
Gene H. Golub Stanford University
Simon Tavaré
Simon Tavaré Columbia University
Francesco Pepe
Francesco Pepe University of Geneva
Didier Queloz
Didier Queloz University of Cambridge
Damien Ségransan
Damien Ségransan University of Geneva
Isabelle Baraffe
Isabelle Baraffe École Normale Supérieure de Lyon
David K. Sing
David K. Sing Johns Hopkins University

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