Grants per year
Personal profile
Research Interests
Stochastic Simulation, Applied Probability, Heavy Tails, Rare Event Analysis, Markov chain Monte Carlo, Sensitivity Analysis, Energy Systems, Experimental Design.
Education/Academic qualification
Mathematics and Computer Science, BSc, Seoul National University
Computational and Mathematical Engineering, PhD, Stanford University
Computational and Mathematical Engineering, MSc, Stanford University
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Grants
- 1 Active
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CAREER: Catastrophic Rare Events: Theory of Heavy Tails and Applications
4/1/22 → 3/31/27
Project: Research project
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Large deviations for stochastic fluid networks with Weibullian tails
Bazhba, M., Rhee, C. H. & Zwart, B., Oct 2022, In: Queueing Systems. 102, 1-2, p. 25-52 28 p.Research output: Contribution to journal › Article › peer-review
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Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities
Wang, X. & Rhee, C. H., Dec 14 2020, Proceedings of the 2020 Winter Simulation Conference, WSC 2020. Bae, K-H., Feng, B., Kim, S., Lazarova-Molnar, S., Zheng, Z., Roeder, T. & Thiesing, R. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 409-420 12 p. 9383865. (Proceedings - Winter Simulation Conference; vol. 2020-December).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Sample path large deviations for lévy processes and random walks with weibull increments
Bazhba, M., Blanchet, J., Rhee, C. H. & Zwart, B., Dec 2020, In: Annals of Applied Probability. 30, 6, p. 2695-2739 45 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes
Chen, B., Blanchet, J., Rhee, C. H. & Zwart, B., 2019, In: Mathematics of Operations Research. 44, 3, p. 919-942 24 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
Bazhba, M., Blanchet, J., Rhee, C. H. & Zwart, B., Dec 1 2019, In: Queueing Systems. 93, 3-4, p. 195-226 32 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations