Grzegorz Sikora

Office 514, building C-11
e-mail: grzegorz.sikora@pwr.edu.pl

About me

Assistant Professor (Adiunkt in Polish) at Hugo Steinhaus Center, Department of Applied Mathematics, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology.

Scientific interest

FARIMA time series, the study of memory structure of stochastic models, stochastic processes describing anomalous diffusion, simulations.

Research papers

  1. Szczurek, A., Maciejewska, M., Wyłomańska, A., Sikora, G., Balcerek, M., Teuerle, M., "Discrimination of particulate matter emission sources using stochastic methods", Physica A 463, 2016.

  2. Loch-Olszewska, H., Sikora, G., Janczura, J., Weron, A., "Identifying ergodicity breaking for fractional anomalous diffusion: Criteria for minimal trajectory length", Physical Review E 94, 2016.

  3. Burnecki, K., Kepten, E., Garini, Y., Sikora, G., Weron, A., "Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors - An alternative approach", Scientific Reports (6), 2015.

  4. Kepten, E., Weron, A., Burnecki, K., Sikora, G., Garini, Y., "Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments", PLOS ONE 10(2), 2015.

  5. Gajda, J., Sikora, G., Wyłomańska, A., "Regime variance testing - quantile approach", Acta Physica Polonica B 44/5, 2013.

  6. Teuerle, M., Wyłomańska, A., Sikora, G., "Modeling anomalous diffusion by a subordinated fractional Levy-stable process", Journal of Statistical Mechanics 5, 2013.

  7. Burnecki, K., Sikora, G., "Estimation of FARIMA parameters in the case of negative memory and stable noise", IEEE Transactions on Signal Processing, 11, 2013.

  8. Burnecki, K., Sikora, G., Weron, A., "Fractional process as a unified model for subdiffusive dynamics in experimental data", Physical Review E 86, 2012.

  9. Maciejewska, M., Szczurek, A., Sikora, G., Wyłomańska, A., "Diffusive and subdiffusive dynamics of indoor microclimate: A time series modeling", Physical Review E 86, 2012.

  10. Sikora, G., "Anomalous Diffusion –- The Thinning Property of Fractional Brownian Motion", Acta Physica Polonica B 43/5, 2012.

  11. Burnecki, K., Muszkieta, M., Sikora, G., Weron, A., "Statistical modelling of subdiffusive dynamics in the cytoplasm of living cells: a FARIMA approach", Europhysics Letters 98, 2012.

  12. Burnecki, K., Gajda, J., Sikora, G., "Modelowanie danych pomiarowych szeregami FARIMA", Czujniki i Sensory do Pomiaru Czynników Stanowiących Zagrożenia w Środowisku część 1, Oficyna Wydawnicza Politechniki Wrocławskiej, 2011.

  13. Burnecki, K., Gajda, J., Sikora, G., "Stability and lack of memory of the returns of the Hang Seng index", Physica A 390, 2011.

  14. Debicki, K., Sikora, G., "Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case", Applicationes Mathematicae 38,1, 2011.
My articles can be downloaded here.

Theses

  • Phd thesis (in polish, supervisor K. Burnecki): "Analysis of stochastic models with the property of long range dependence"Institute of Mathematics and Computer Sciene, Wroclaw University of Technology, 2014.

  • Master thesis (in polish, supervisor K. Debicki): "Asymptotic of the ruin probability over finite time horizon for limit risk processes", Mathematical Institute, University of Wroclaw, 2009.

Information for students


Konsultacje w semestrze zimowym 2019/20: Bardzo prosze o informacje emailowa jesli ktos chcialby przyjsc na konsultacje: Wt 13-15, Sr 13-15, sala 5.14 C-11.