Angus Lewis
School of Computer and Mathematical Sciences
Faculty of Sciences, Engineering and Technology
I am a Lecturer 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 tracking, optimisation, and data science.
Current interests include:
- Matrix-analytic methods and matrix-exponential distributions.
- Tracking problems.
- Stochastic modelling and statistics for stochastic processes.
- Approximations of stochastic processes.
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Journals
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.
Scopus12020 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.- Bean, N., Lewis, A., & Nguyen, G. (n.d.). Estimation of Markovian-regime-switching models with independent regimes. -
Theses
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).
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