Degrees 

• PhD, Stanford University, 2006
• Engineer, Universidad de Chile, 1998 
• BS, Universidad de Chile, 1998

Research Interests

Applied probability, stochastic simulation, stochastic models, queueing theory, processing networks, revenue management, inventory management.

Selected Publications

• “Conditional limit theorems for regulated fractional Brownian motion” (with P.W. Glynn). Annals of Applied Probability, forthcoming.
• “On the theoretical comparison of low-bias steady-state estimators” (with P.W. Glynn).  ACM Transactions on Modeling and Computer Simulation 17(1), 2007.
• “On an initial transient deletion rule with rigorous theoretical support” (with P.W. Glynn).  Proceedings of the 2006 Winter Simulation Conference, IEEE.
• “Zero-variance importance sampling estimators for Markov process expectations” (with P.W. Glynn and R. Rubinstein). Submitted.

Teaching & Professional Experience

• At University of Miami since 2006
• Lecturer, Department of Industrial Engineering, Universidad de Chile, 1998-2000