Oscar Peralta Gutierrez

Dr Oscar Peralta Gutierrez

ARC Researcher

School of Mathematical Sciences

Faculty of Engineering, Computer and Mathematical Sciences

Eligible to supervise Masters and PhD (as Co-Supervisor) - email supervisor to discuss availability.

I obtained my PhD from the Technical University of Denmark in 2019, under the supervision of Bo Friis Nielsen and Mogens Bladt. During my doctorate I spent six months at The University of Adelaide, working with Nigel Bean and Giang Nguyen. The title of my thesis was "Advances of matrix-analytic methods in risk theory".

In September 2018, I moved to The University of Adelaide as a Research Associate, to work with Giang Nguyen.

My main interest are matrix-analytic methods in applied probability. 

Recent projects include:

  • Risk theory and financial mathematics
  • Phase-type and Matrix-Exponential distributions (characterisation, multivariate models)
  • Markov modulated processes (fluid flow, Brownian motion, Lévy, diffusions).

During my PhD studies from 2015 to 2018, my scholarship was funded by the National Council of Science and Technology of México (CONACYT)

  • Current Higher Degree by Research Supervision (University of Adelaide)

    Date Role Research Topic Program Degree Type Student Load Student Name
    2020 Co-Supervisor Strong Convergence to Markov Modulated Fractional Brownian Motion Master of Philosophy Master Part Time Mr William Peter Abbott
    2019 Co-Supervisor Convergence of Sticky Brownian Motion Doctor of Philosophy Doctorate Full Time Mr Lachlan James Bridges

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