This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feat

In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is impor

Switching processes, invented by the author in 1977, is the main tool used in the investigation of traffic problems from automotive to telecommunications. The t

Reaction Rate Theory and Rare Events bridges the historical gap between these subjects because the increasingly multidisciplinary nature of scientific research

This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the pro