1. An event processing system comprising: a plurality of local systems each of which receives an event from an event source and sends a processing result of said event to an application server; and a dispatch rule distribution server which distributes a dispatch rule to said local system, wherein each of said plurality of local systems, when receiving a processing rule including processing contents and an event condition which indicates a condition of said event to be processed from said application server, generates said dispatch rule including said event condition and own local system as a dispatch destination of said event which matches said event condition and sends said dispatch rule to said dispatch rule distribution server, when receiving said event which matches said event condition included in said dispatch rule received from said dispatch rule distribution server from said event source, dispatches said event to other said local system in case said dispatch destination corresponding to said event condition is not own local system, and when receiving said event of which said dispatch destination included in said dispatch rule is own local system from said event source or other said local system, processes said event according to said processing contents and notifies said application server which is a sender of said processing rule of a processing result of said event, and said dispatch rule distribution server, when receiving said dispatch rule from one of said plurality of local systems, forwards said dispatch rule to other said local system.