Biographical entry Seneta, Eugene (1941 - )
- 12 March 1941
Stary Sambor, Ukraine
Eugene Seneta has been Professor, School of Mathematics and Statistics, University of Sydney since 1979. He is interested in applications and history of probability and non-negative matrices. The variance gamma model in financial mathematics, proposed by Dilip Madan and Seneta in 1990 and sometimes called the Madan-Senata process, is in use on Wall Street. He also provided a theoretical basis for and oversaw the production of an algorithm for scaling Higher School Certificate marks in the early 1980s. This scheme was later used to determine the New South Wales Tertiary Entrance Rank.
Born Stary Sambor, Ukraine, 12 March 1941. Educated University of Adelaide (BSc (hons) 1964, MSc 1965) and Australian National University (PhD 1968). Senior Tutor in Statistics, Australian National University 1965; Lecturer in Statistics 1966-70; Nuffield Travelling Fellow in United Kingdom 1969-70; Senior Lecturer in Statistics, Australian National University 1970-73; Research Associate, Department of Statistics, Princeton University 1972-73; Reader in Statistics, Australian National University 1974-79; Professor, Department of Mathematical Statistics, University of Sydney 1979- . Fellow, Australian Academy of Science 1985; Pitman Medal, Statistical Society of Australia 1998.
- Seneta, E. and Eagleson, G.K., 'Henry Oliver Lancaster 1913-200', Historical Records of Australian Science, vol. 15, no. 2, 2004. Also available at http://www.publish.csiro.au/paper/HR04005.htm. Details
- Seneta, E. and Gani, J. M., 'Christopher Charles Heyde 1939- 2008', Historical Records of Australian Science, vol. 20, no. 1, 2009, pp. 67-90. Details
Created: 25 May 2001, Last modified: 8 April 2011