am a mathematician working in applied probability. My main research interests are on rare events, heavy‐tailed distributions and extremes, with certain emphasis on efficient rare‐event simulation. I also have interests in risk theory, stochastic simulation, queueing theory, extreme value theory, stability and statistical inference for stochastic processes.
Currently, I am a Lecturer at the Department Sciences and Insurance at the ITAM. In the past I held lecturer positions at the School of Mathematics and Physics of The University of Queensland, Brisbane, Australia and the Department of Mathematical Sciences, University of Liverpool, UK. I was a recipient of an ARC Discovery Early Career Research Award for the period 2013‐2016.
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primer_nombre
Leonardo
apellido paterno
Rojas
apellido materno
Nandayapa
correo
leonardo.rojas@itam.mx
profesor_facultad_tiempo
Tiempo completo
Nickname
Leonardo Rojas
Academic Studies
BS Applied Mathematics, ITAM
MS Mathematical Sciences, Universidad Nacional Autónoma de México
PhD Applied Probability, Aarhus University, Denmark
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genero
status
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Topics of interest
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