Professor Irek Szyszkowski

Associate Professor
Email address: i.szyszkowski@ru.ac.za

* Studied at Maria Curie-Sklodowska University (M.Sc, Ph.D.).
* Appointed to various academic positions in the Institute of Mathematics, Maria Curie-Sklodowska University (1983-1990) and in the Department of Mathematics at the University of Swaziland.
* Appointed as a Senior Lecturer in the Department of Statistics at Rhodes University in 1991 and promoted to Associate Professor in 1999.
* Specialises in Probability and Stochastic Processes, with main research interests in Limit Theorems.
* Qualified and experienced to teach most of the courses in Pure Mathematics and Mathematical Statistics at all university levels.
* Teaches second and third years level courses in Mathematical Statistics, and postgraduate courses in Stochastic Processes, Financial Statistics and Queueing Theory.

Publications

Z. Rychlik, I. Szyszkowski: Weak convergence of functionals, of sums for martingale differences, Bull. Pol. Ac.: Math., 31(1983), 407 - 413.

Z. Rychlik, I. Szyszkowski: On the rate of convergence for distributions of integral type functionals. Lecture Notes in Mathematics, 1080(1984), 255 - 275.

Z. Rychlik, I. Szyszkowski: The rate of convegrence for linear functionals of sums of martingale differences. Probability and Statistical Decision Theory, Proc. of the 4th Pannonian Symp. on Math. Stat., Bad Tatzmannsdorf, Austria, 4-10 Sept. 1983, Vol. A (1985), 301 - 310.

Z. Rychlik, I. Szyszkowski: Weak convergence theorem for functionals of sums of reversed martingale arrays. Yokohama Mathematical Journal, 33(1985), 21 - 28.

I. Szyszkowski: Weak convergence theorem for integral type functionals os square-integrable martingales. Bull. Pol. Ac.: Math., 32(1985), 195 - 200.

I. Szyszkowski: Invariance principle for integral type functionals. Stochastic Processes and their Applications, 22(1986), 135 - 144.

Z. Rychlik, I. Szyszkowski: A weak convergence theorem for functionals of sums of martingale differences. Die Mathema- tischen Nachrichten, 130(1987), 151 - 155.

Z. Rychlik, I. Szyszkowski: The invariance principle for phi-mixing sequences. Theory Probab. Appl., 32(1987), 616 - 619.

I. Szyszkowski: Invariance principle for integral type functionals of square-integrable martingales. Stochastic Processes and their Applications, 24(1987), 269 - 277.

I. Szyszkowski: A weak convergence theorem for functionals of sums of phi-mixing sequences. Yokohama Mathematical Journal, 35(1987), 75 - 80.

Z. Rychlik, I. Szyszkowski: Weak convergence of integral type functionals. Probability Theory and Mathematical Statistics, Proc. of the Fourth Vilnius Conference, Vilnius (1985), USSR. Vol. II, 24 - 29 June, VNU Science Press.

I. Szyszkowski: Invariance principle for integral type functionals of sums of independent random variables, Bull. Pol. Ac.: Math., 35(1987), 821 - 824.

I. Szyszkowski: The invariance principle for functionals of sums of martingale differences. Acta Scientiarum Mathematicarum, Szeged, 52(1988), 157 - 163.

I. Szyszkowski: On the invariance principle for nonstationary phi-mixing sequences. Bull. Pol. Ac.: Math., 36(1988), 91 - 94.

I. Szyszkowski: The invariance principle for stochastic integrals in Hilbert spaces. Bull. Pol. Ac.: Math., 36(1988), 95 - 101.

I. Szyszkowski: An invariance principle for dependent random variables. Acta Mathematica Hungarica, 56(1-2)(1990), 45-51.

I. Szyszkowski: Semimartingales and stochastic integrals. Bull. Pol. Ac.: Math., 38(1990), 41 - 47.

I. Szyszkowski: Weak invariance principle for integral type functionals. Theory Probab. Appl., 41(1) (1996), 185-192.

I. Szyszkowski: Weak convergence of stochastic integrals. Theory Probab. Appl.,41(4)(1996), 810-814.