Ji-Yeon Lee

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Person:238600

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zbMath Open lee.jiyeonMaRDI QIDQ238600

List of research outcomes

PublicationDate of PublicationType
A game-theoretic analysis of baccara chemin de fer, II2023-07-31Paper
An approximation by Parrondo games of the Brownian ratchet2022-08-22Paper
How strong can the Parrondo effect be? II2022-01-27Paper
How strong can the Parrondo effect be?2019-12-17Paper
Snackjack: A toy model of blackjack2019-06-04Paper
Maximum entropy test for GARCH models2019-03-13Paper
Change point detection in SCOMDY models2018-11-08Paper
The tilted flashing Brownian ratchet2018-07-17Paper
On the three-person game Baccara Banque2018-07-10Paper
The flashing Brownian ratchet and Parrondo's paradox2017-10-15Paper
Optimal conditional expectation at the video poker game Jacks or Better2016-02-12Paper
Parrondo games with two-dimensional spatial dependence2015-10-23Paper
Counting toroidal binary arrays, II2015-08-18Paper
PARAMETER CHANGE TEST FOR NONLINEAR TIME SERIES MODELS WITH GARCH TYPE ERRORS2015-05-22Paper
Monitoring test for stability of copula parameter in time series2015-01-26Paper
Parrondo games with spatial dependence, III2014-12-24Paper
Constancy test for FARIMA long memory processes2014-09-30Paper
Monitoring parameter changes for random coefficient autoregressive models2014-08-06Paper
Parrondo games with spatial dependence and a related spin system, II2014-06-24Paper
Change point detection in copula ARMA–GARCH Models2014-02-25Paper
Parrondo games with spatial dependence and a related spin system2013-12-13Paper
Parrondo games with spatial dependence, II2012-06-27Paper
Parrondo's paradox via redistribution of wealth2012-06-22Paper
Parrondo games with spatial dependence2012-02-12Paper
A discrete dynamical system for the greedy strategy at collective Parrondo games2011-12-21Paper
A Markovian slot machine and Parrondo's paradox2010-08-18Paper
Limit theorems for Parrondo's paradox2009-11-20Paper
Large deviations of multiclassM/G/1 queues2009-11-18Paper
Workload analysis of an \(M/G/1\) queue under the \(P^{M}_{\lambda}\) policy with a set-up time2008-05-19Paper
An \(M/G/1\) vacation queue under the \(P_{\lambda}^{M}\)-service policy2008-04-01Paper
A workload-dependent \(M/G/1\) queue under a two-stage service policy2008-03-28Paper
First exit times for compound Poisson dams with a general release rule2008-01-16Paper
Asymptotics of overflow probabilities in Jackson networks.2004-03-15Paper
Automatic generation of structured hyperdocuments from document images2002-07-02Paper
An optimal proportion of perfect repair2000-04-25Paper
Optimal control of a model for a system subject to random shocks1995-01-11Paper
A model for a system subject to random shocks1994-05-19Paper

Research outcomes over time


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