Faculty Directory
Chang-Han Rhee

Assistant Professor of Industrial Engineering and Management Sciences

Contact

2145 Sheridan Road
Tech D231
Evanston, IL 60208-3109

Email Chang-Han Rhee

Departments

Industrial Engineering and Management Sciences

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Education

Ph.D., M.S. Computational and Mathematical engineering, Stanford University, Stanford, CA

​B.Sc Mathematics and Computer Science, Seoul National University, Seoul, South Korea 


Research Interests

Applied and Theoretical Probability, Stochastic Simulation, Experimental Design, Machine Learning Theory


Selected Publications

  • Chen, Bohan; Rhee, Chang Han; Zwart, Bert, Sample-path large deviations for a class of heavy-tailed Markov-additive processes, Electronic Journal of Probability (2024).
  • Bazhba, Mihail; Rhee, Chang Han; Zwart, Bert, Large deviations for stochastic fluid networks with Weibullian tails, Queueing Systems (2022).
  • Bazhba, Mihail; Blanchet, Jose; Rhee, Chang Han; Zwart, Bert, Sample path large deviations for lévy processes and random walks with weibull increments, Annals of Applied Probability 30(6):2695-2739 (2020).
  • Wang, Xingyu; Rhee, Chang Han, Rare-Event Simulation for Multiple Jump Events in Heavy-Tailed Lévy Processes with Infinite Activities, Institute of Electrical and Electronics Engineers Inc.:409-420 (2020).
  • Chen, Bohan; Blanchet, Jose; Rhee, Chang Han; Zwart, Bert, Efficient rare-event simulation for multiple jump events in regularly varying random walks and compound Poisson processes, Mathematics of Operations Research 44(3):919-942 (2019).
  • Bazhba, Mihail; Blanchet, Jose; Rhee, Chang Han; Zwart, Bert, Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times, Queueing Systems 93(3-4):195-226 (2019).
  • Rhee, Chang Han; Blanchet, Jose; Zwart, Bert, Sample path large deviations for levy processes and random walks with regularly varying increments, Annals of Probability 47(6):3551-3605 (2019).
  • Chen, Bohan; Rhee, Chang-Han; Zwart, Bert, Importance sampling of heavy-tailed iterated random functions, Advances in Applied Probability 50(3):805-832 (2018).