E. Seneta

14.6k citations
291 papers · 9.3k · 3 hit papers · h-index 39

Impact in

Papers in

    • Markov Chains and Monte Carlo Methods 29
    • Statistical Distribution Estimation and Applications 24
    • Random Matrices and Applications 18
    • Stochastic processes and statistical mechanics 65

E. Seneta

270 papers receiving 8.2k citations

E. Seneta's Hit Papers

The Variance Gamma (V.G.) Model for Share Market Returns 1990 · 995 citations
9950+16+33Years since publication50010001.5k

Peers

E. Seneta
Comparison fields: 5 of 174
  • Mathematical Physics 2.7k
  • Statistics and Probability 2.3k
  • Finance 2.1k
  • Management Science and Operations Research 1.4k
  • Applied Mathematics 842
Replace Amir Dembo with:
Amir Dembo United States
Thomas G. Kurtz United States
Ofer Zeitouni Israel
Patrick Billingsley United States
Kai Lai Chung United States
J. L. Doob United States
Ν. H. Bingham United Kingdom
William Feller United States
L. C. G. Rogers United Kingdom
Albert N. Shiryaev Russia
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Citations per field
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Citations per year

Countries citing papers authored by E. Seneta

Since Specialization
Citations

This map shows the geographic impact of E. Seneta's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by E. Seneta with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites E. Seneta more than expected).

Fields of papers citing papers by E. Seneta

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by E. Seneta. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by E. Seneta. The network helps show where E. Seneta may publish in the future.

Co-authors

The 25 scholars most cited alongside E. Seneta, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with E. Seneta Line = papers co-authored together E. Seneta links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 291 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Non-negative Matrices and Markov Chains
Hit paper breakdown →
19811864
2
Regularly Varying Functions
Hit paper breakdown →
19761033
3
The Variance Gamma (V.G.) Model for Share Market Returns
Hit paper breakdown →
1990995
4 1983342
5 1975278
6 1965221
7 1977193
8 1967162
9 1966137
10 1973123
11 1975116
12 1973109
13 1966105
14 1969103
15
Non-negative Matrices and Markov Chains (Springer Series in Statistics)
1981102
16 200489
17
Discrete Markov chains
197079
18 197175
19 196870
20 197263

About E. Seneta

E. Seneta is a scholar working on Statistics and Probability, Mathematical Physics, Finance, Artificial Intelligence and Management Science and Operations Research, having authored 291 papers that have together received 9.3k indexed citations. Recurring topics across this work include Stochastic processes and statistical mechanics (65 papers), Financial Risk and Volatility Modeling (33 papers), Markov Chains and Monte Carlo Methods (29 papers), Stochastic processes and financial applications (28 papers), Bayesian Methods and Mixture Models (28 papers), Statistical Distribution Estimation and Applications (24 papers), Probability and Risk Models (18 papers) and Random Matrices and Applications (18 papers). The work is most often cited by research in Mathematical Physics (2.7k citations), Statistics and Probability (2.3k citations), Finance (2.1k citations), Management Science and Operations Research (1.4k citations) and Applied Mathematics (842 citations). E. Seneta has collaborated with scholars based in Australia, United States and United Kingdom. Frequent co-authors include Dilip B. Madan, J. N. Darroch, Valerie Isham, D. Vere‐Jones, J. C. Gower, C. C. Heyde, Samprit Chatterjee, R. Bojanić, Richard Finlay and I. M. Chakravarti. Their work appears in journals such as Journal of Applied Probability, Advances in Applied Probability, International Statistical Review, Linear Algebra and its Applications and Historia Mathematica.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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