Mr Angus Lewis
Grant-Funded Researcher (B)
Optimisation and Stabilisation
Integration Management Office
I am a postdoctoral researcher in applied probability with interests in stochastic processes, in particular matrix-analytic methods, matrix-exponential distributions, Markov-modulated processes, stochastic modelling and filtering. I also have interests in state-space models, optimisation, and data science.
Current interests include:
- The application and theory of matrix-analytic methods and matrix-exponential distributions. In particular, using the probabilistic or physical interpretations of processes to analyse them.
- Modelling shark movements to estimate life histories, incorporating stochastic models and data.
- Stochastic models of the spread of epidemic disease.
| Date | Position | Institution name |
|---|---|---|
| 2026 - 2027 | Postdoctoroal Researcher | University of Adelaide |
| 2024 - 2025 | Lecturer | University of Adelaide |
| Date | Institution name | Country | Title |
|---|---|---|---|
| 2023 | University of Adelaide | Australia | PhD |
| 2018 | University of Adelaide | Australia | Master of Philosophy |
| Year | Citation |
|---|---|
| 2022 | Bean, N., Lewis, A., Nguyen, G. T., O'Reilly, M. M., & Sunkara, V. (2022). A Discontinuous Galerkin Method for Approximating the Stationary Distribution of Stochastic Fluid-Fluid Processes. Methodology and Computing in Applied Probability, 24(4), 2823-2864. Scopus2 WoS2 |
| 2020 | Lewis, A., Bean, N., & Nguyen, G. (2020). Bayesian estimation of trend components within Markovian regime-switching models for wholesale electricity prices: an application to the South Australian wholesale electricity market. |
| 2019 | Bean, N., Lewis, A., & Nguyen, G. (2019). Estimation of Markovian-regime-switching models with independent regimes. |
| Year | Citation |
|---|---|
| 2023 | Lewis, A. (2023). Approximating fluid queues. (PhD Thesis). |
| 2019 | Lewis, A. (2019). Inference of Markovian-regime-switching models with application to South Australian electricity prices. (Master's Thesis). |
| Year | Citation |
|---|---|
| 2025 | Bean, N., & Lewis, A. (2025). Approximating fluid queues with quasi birth-and-death processes with rational arrival process components. |
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