Professor Emeritus Eugene Seneta
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Professor Emeritus Eugene Seneta

Address
F07 - Carslaw Building
The University of Sydney

Publications

Book Chapters

  • Seneta, E. (2020). Bonferroni, Carlo Emilio. In - (Eds.), SAGE Research Methods Foundations, (pp. 1-4). UK: Sage Publications Ltd. [More Information]
  • Seneta, E. (2020). Doeblin on Discrete Markov Chains. In Marc Yor, Bernard Bru (Eds.), Oeuvres Completes - Collected Works, (pp. 97-111). Cham: Springer International Publishing.
  • Bru, B., Seneta, E. (2020). Two Letters of W. Doeblin to A N Kolmogorov. In Marc Yor, Bernard Bru (Eds.), Oeuvres Completes - Collected Works, (pp. 79-93). Cham: Springer International Publishing.

Journals

  • Fung, T., Seneta, E. (2024). A theorem on the asymptotics of skew-normal type integrals. Statistics and Probability Letters, 209, 110080-1-110080-7. [More Information]
  • Stark, A., Seneta, E. (2023). A Markov Chain Model for the Evolution of Sex Ratio. Twin Research and Human Genetics, 2023 (26), 21-25. [More Information]
  • Seneta, E. (2023). Daryl John Daley 4 April 1939 to 16 April 2023. Gazette of the Australian Mathematical Society, 50(4), 144-148.

Conferences

  • Fung, H., Seneta, E. (2015). Tail dependence convergence rate of a skew-t and of a skew normal distribution. 60th ISI World Statistics Congress, The Hague: International Statistical Institute.

Magazine / Newspaper Articles

  • Seneta, E. (2017). Christopher Robin Heathcote, 1931 - 2016, and Statistics at ANU. Statistical Society of Australia Newsletter.

Other

  • Seneta, E. (2019), Review of the book "Les jeux de l'infini et du hazard" by Marie-France Bru and Bernard Bru.

2024

  • Fung, T., Seneta, E. (2024). A theorem on the asymptotics of skew-normal type integrals. Statistics and Probability Letters, 209, 110080-1-110080-7. [More Information]

2023

  • Stark, A., Seneta, E. (2023). A Markov Chain Model for the Evolution of Sex Ratio. Twin Research and Human Genetics, 2023 (26), 21-25. [More Information]
  • Seneta, E. (2023). Daryl John Daley 4 April 1939 to 16 April 2023. Gazette of the Australian Mathematical Society, 50(4), 144-148.
  • Fung, T., Seneta, E. (2023). On Familywise Error Rate Cutoffs under Pairwise Exchangeability. Methodology and Computing in Applied Probability, 59, Article 25 - 1-Article 25 - 13. [More Information]

2021

  • Fung, T., Seneta, E. (2021). Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its Variance-Gamma special case. Statistics and Probability Letters, 178, 109182. [More Information]

2020

  • Seneta, E. (2020). Bonferroni, Carlo Emilio. In - (Eds.), SAGE Research Methods Foundations, (pp. 1-4). UK: Sage Publications Ltd. [More Information]
  • Seneta, E. (2020). Doeblin on Discrete Markov Chains. In Marc Yor, Bernard Bru (Eds.), Oeuvres Completes - Collected Works, (pp. 97-111). Cham: Springer International Publishing.
  • Bru, B., Seneta, E. (2020). Two Letters of W. Doeblin to A N Kolmogorov. In Marc Yor, Bernard Bru (Eds.), Oeuvres Completes - Collected Works, (pp. 79-93). Cham: Springer International Publishing.

2019

  • Seneta, E. (2019). Joseph Mark Gani 1924-2016. Historical Records of Australian Science, 30, 32-41. [More Information]
  • Seneta, E. (2019), Review of the book "Les jeux de l'infini et du hazard" by Marie-France Bru and Bernard Bru.
  • Seneta, E. (2019). Slowly varying functions in the Zygmund sense and generalized regular variation. Journal of Mathematical Analysis and Applications, 475(2), 1647-1657. [More Information]

2018

  • Divis, Z., Nevai, P., Seneta, E. (2018). In Memoriam: Ranko Bojanic. November 12, 1924 - February 21, 2017. Journal Of Approximation Theory, 231, 1-14. [More Information]
  • Seneta, E. (2018). Peter Jagers: some reminiscences on his retirement. Advances in Applied Probability, 50(A), 11-12. [More Information]
  • Fung, H., Seneta, E. (2018). Quantile function expansion using regularly varying functions. Methodology and Computing in Applied Probability, 20(4), 1091-1103. [More Information]

2017

  • Finlay, R., Seneta, E. (2017). A scalar-valued infinitely divisible random field with Polya autocorrelation. Statistics and Probability Letters, 122, 141-146. [More Information]
  • Ding, Q., Seneta, E. (2017). Bivariate Binomial Moments and Bonferroni-Type Inequalities. Methodology and Computing in Applied Probability, 19(1), 331-348. [More Information]
  • Seneta, E. (2017). Christopher Robin Heathcote, 1931 - 2016, and Statistics at ANU. Statistical Society of Australia Newsletter.

2016

  • Seneta, E. (2016). Markov Chains as Models in Statistical Mechanics. Statistical Science, 31(3), 399-414. [More Information]
  • Fung, T., Seneta, E. (2016). Tail asymptotics for the bivariate skew normal. Journal of Multivariate Analysis, 144, 129-138. [More Information]
  • Seneta, E., Ku, S. (2016). Unique decomposition of low-order time series. Communications in Statistics - Theory and Methods, 45(11), 3357-3366. [More Information]

2015

  • Seneta, E. (2015). Entretien avec Eugene Seneata ou Ecrire avec "D'autres" en histoire des Sciences. SABIX, 57(October 2015), 69-74.
  • Seneta, E. (2015). In Memoriam: Francois Jongmans (1921-2014), mathematical historian. Mathematical Scientist, 40, 67-79.
  • Fung, H., Seneta, E. (2015). Tail dependence convergence rate of a skew-t and of a skew normal distribution. 60th ISI World Statistics Congress, The Hague: International Statistical Institute.

2014

  • Fung, H., Seneta, E. (2014). Convergence rate to a lower tail dependence coefficient of a skew-t distribution. Journal of Multivariate Analysis, 128, 62-72. [More Information]
  • Stark, A., Seneta, E. (2014). Hardy-Weinberg Equilibrium as Foundational. International Journal of Statistics in Medical Research, 3, 198-202. [More Information]
  • Seneta, E. (2014). Inhomogeneous markov chains and ergodicity coefficients: John Hajnal (1924-2008). Communications in Statistics - Theory and Methods, 43(7), 1296-1308. [More Information]

2013

  • Stark, A., Seneta, E. (2013). A Reality Check on Hardy-Weinberg. Twin Research and Human Genetics, 16(4), 782-789. [More Information]
  • Seneta, E. (2013). A Tricentenary history of the Law of Large Numbers. Bernoulli, 19(4), 1088-1121. [More Information]
  • Fung, T., Wang, J., Seneta, E. (2013). Contaminated Variance - Mean mixing model. Computational Statistics and Data Analysis, 67, 258-267. [More Information]

2012

  • Finlay, R., Seneta, E. (2012). A generalized hyperbolic model for a risky asset with dependence. Statistics and Probability Letters, 82(12), 2164-2169. [More Information]
  • Finlay, R., Seneta, E., Wang, D. (2012). An inverse gamma activity time process with noninteger parameters and a self-similar limit. Journal of Applied Probability, 49(2), 441-450. [More Information]
  • Hoppe, F., Seneta, E. (2012). Gumbel's Identity, Binomial Moments, and Bonferroni Sums. International Statistical Review, 80(2), 269-292. [More Information]

2011

  • Stark, A., Seneta, E. (2011). A.N. Kolmogorov's defence of Mendelism. Genetics and Molecular Biology, 34(2), 177-186. [More Information]
  • Finlay, R., Fung, H., Seneta, E. (2011). Autocorrelation Functions. International Statistical Review, 79(2), 255-271. [More Information]
  • Seneta, E. (2011). Probability Paradoxes. In Mark Burstein (Eds.), A Bouquet for the Gardener, (pp. 175-183). USA: The Lewis Carroll Society of North America.

2010

  • Seneta, E. (2010). Book Review - Mathematicians fleeing from Nazi Germany. Individual fates and global impact. Historia Mathematica, 37, 716-722.
  • Fung, H., Seneta, E. (2010). Extending the multivariate generalised t and generalised VG distributions. Journal of Multivariate Analysis, 101(1), 154-164. [More Information]
  • Fung, H., Seneta, E. (2010). Modelling and estimation for bivariate financial returns. International Statistical Review, 78(1), 117-133. [More Information]

2009

  • Seneta, E., Gani, J. (2009). Christopher Charles Heyde 1939 - 2008. Historical Records of Australian Science, 20(1), 67-90.
  • Seneta, E. (2009). Comments on "Asymptotic behaviour of sequences defined by iteration". In Vojislav Maric (Eds.), Selected papers: Jovan Karamata, (pp. 383-386). Belgrade: Zavod Za Udzbenike.
  • Seneta, E. (2009). Comments on "Bemerkung Uber Die Vorstehende Arbeit Des Herrn Avakumovic". In Vojislav Maric (Eds.), Selected papers: Jovan Karamata, (pp. 215-217). Belgrade: Zavod Za Udzbenike.

2008

  • Fung, H., Seneta, E. (2008). A characterisation of scale mixtures of the uniform distribution. Statistics and Probability Letters, 78, 2883-2888. [More Information]
  • Finlay, R., Seneta, E. (2008). Option pricing with VG-like models. International Journal of Theoretical and Applied Finance, 11(8), 943-955. [More Information]
  • Finlay, R., Seneta, E. (2008). Stationary-Increment Variance-Gamma and t Models: Simulation and Parameter Estimation. International Statistical Review, 76(2), 167-186. [More Information]

2007

  • Finlay, R., Seneta, E. (2007). A Gamma activity time process with noninteger parameter and self-similar limit. Journal of Applied Probability, 44(3), 950-959. [More Information]
  • Fung, H., Seneta, E. (2007). Tailweight, quantiles and kurtosis: A study of competing distributions. Operations Research Letters, 35(4), 448-454. [More Information]
  • Seneta, E. (2007). The early years of the Variance-Gamma process. In Michael Fu, Robert Jarrow, Ju-Yi Yen, Robert Elliott (Eds.), Advances in Financial Mathematics, Applied and Numerical Harmonic Analysis, (pp. 3-19). Boston: Birkhauser (imprint of Springer).

2006

  • Chen, J., Seneta, E. (2006). A Frechet-optimal strengthening of the Dawson-Sankoff lower bound. Methodology and Computing in Applied Probability, 8(2), 255-264. [More Information]
  • Harrar, S., Seneta, E., Gupta, A. (2006). Duality between matrix variate t and matrix variate V.G. distributions. Journal of Multivariate Analysis, 97(6), 1467-1475. [More Information]
  • Tjetjep, A., Seneta, E. (2006). Skewed normal variance-mean models for asset pricing and the method of moments. International Statistical Review, 74(1), 109-126. [More Information]

2005

  • Seneta, E., Chen, J. (2005). A generator for explicit univariate lower bounds. Statistics and Probability Letters, 75(4), 256-266. [More Information]
  • Rice, A., Seneta, E. (2005). De Morgan in the prehistory of statistical hypothesis testing. Journal of the Royal Statistical Society Series A-Statistics in Society, 168(3), 615-627. [More Information]
  • Seneta, E., Chen, J. (2005). Simple stepwise tests of hypotheses and multiple comparisons. International Statistical Review, 73(1), 21-34.

2004

  • Seneta, E. (2004). Buniakovsky'S Probability Book. Reviews. Quality Control. Regularly Varying Sequences. In Not known (Eds.), Viktor Yakovych Bunyakovsky (on the 200th anniversary of his birth), (pp. 149-164). Kiev: Institute of Mathematics.
  • Seneta, E., Seif, F., Liebermeister, H., Dietz, K. (2004). Carl Liebermeister (1883-1901): A Pioneer Of The Investigation And Treatment Of Fever And The Developer Of A Statistical Test. Journal of Medical Biography, 12(4), 215-221. [More Information]
  • Seneta, E. (2004). Fitting The Variance-Gamma Model To Financial Data. Journal of Applied Probability, 41A(2004), 177-187. [More Information]

2003

  • Seneta, E. (2003). Precise error rate in testing hypotheses. Theory of Probability and Mathematical Statistics, 66, 147-152.
  • Seneta, E. (2003). Statistical regularity and free will: L.A.J. Quetelet and P.A. Nekrasov. International Statistical Review, 71, 319-334.

2002

  • Seneta, E. (2002). In memoriam Emeritus Professor Henry Oliver Lancaster, AO FAA, 1 February 1913 - 2 December 2001. Australian and New Zealand Journal of Statistics, 44(4), 385-400. [More Information]
  • Seneta, E. (2002). Karamata's characterization theorem, Feller, and regular variation in probability theory. Publications de l'Institut Mathématique, 71(85), 79-89.
  • Seneta, E., Chen, J. (2002). On explicit and Frechet-optimal lower bounds. Journal of Applied Probability, 39(1), 81-90. [More Information]

2001

  • Seneta, E. (2001). Characterization by orthogonal polynomial systems of finite Markov chains. Journal of Applied Probability, 38A, 42-52. [More Information]
  • Seneta, E. (2001). M V Ostrogradsky as probabilist. In A M Samoilenko, H Syta (Eds.), Mikhail Ostrogradsky, Honoring his bicentenary, (pp. 69-81). Kyiv, Ukraine: Kyiivskyi universytet prava.
  • Seneta, E., Parshall, K., Jongmans, F. (2001). Nineteenth-century developments in geometric probability: J J Sylvester, M W Crofton, J E Barbier, and J Bertrand. Archive For History of Exact Sciences, 55, 501-524.