Pavle Mladenović
Full Professor, Department of Probability and Statistics
Address: University of
Belgrade, Faculty of Mathematics,
Studentski trg 16, 11000 Belgrade, Serbia
e-mail: paja@matf.bg.ac.rs
Biography [in Serbian]
Current Courses: 2017/2018 ОБАВЕШТЕЊА
Research interests:
Stochastic processes; statistics; extreme values; heavy
tailed phenomena; applications in economy, finance and insurance,
combinatorics.
Doctoral Advisor: see Mathematics
Genealogy Project
Selected publications
Books:
- Extreme Values of Random
Sequences, Faculty of Mathematics, Belgrade, 2002 [in Serbian]
- Probability and Statistics,
The fourth edition, Faculty of Mathematics, Belgrade, 2008; Zavod za udžbenike 2019,
Belgrade
[Textbook in Serbian]
- Combinatorics, The
fourth edition, The Mathematical Society of Serbia, Belgrade, 2013 [in
Serbian]
- Elementary Introduction to
Probability and Statistics, Second edition, The Mathematical Society
of Serbia, Belgrade, 1998 [Textbook in Serbian]
- Elements of Actuarial
Mathematics, Faculty of Mathematics, Belgrade, 2014 [Textbook in
Serbian]
- Combinatorics. A
Problem-Based Approach, Springer,
2019. https://www.springer.com/us/book/9783030008307#aboutBook
Selected papers:
- L. Glavaš and P.
Mladenović (2020): Extreme values of
linear processes with heavy-tailed innovations and missing observations, Extremes, 23, 547-567. DOI: 10.1007/s10687-020-00390-3
- L. Glavaš and P.
Mladenović (2018): New limit results related to coupon collector's
problem, Studia Scientiarum
Mathematicarum Hungarica, 55(1),
115-140.
- J.L. Ristić-Djurović,
S. Ćirković, P. Mladenović,
N. Romčević, A.M. Trbovich
(2018): Analysis of methods commonly used in biomedicine for treatment
versus control comparison of very small samples, Computer methods and Programs in Biomedicine, 157, 153-162.
- L. Glavaš, J. Jocković
and P. Mladenović (2018): Maximum of the sum of consecutive terms in
random permutations, Journal of
Statistical Planning and Inference, 197, 15-20.
- L. Glavaš, P. Mladenović
and G. Samorodnitsky (2017): Extreme values of the uniform order 1
autoregressive processes and missing observations, Extremes, 20,
671-690.
- R.S. Rajah, M. Dražić, N. Mladenović,
P. Mladenović and K. Yu (2015): Fitting
censored quantile regression by variable neighborhood search, Journal of Global Optimization, 63(3),
str. 481-500.
- P. Mladenović and L. Živadinović (2015): Uniform AR(1)
processes and maxima on partial samples, Communications in Statistics – Theory and Methods, 44, 2546-2563.
- J. Jocković and P. Mladenović (2014):
Coupon collector's problem and its extensions in extreme value framework, Statistics and Its Interface, 7(3), 381-388.
- J. Jocković and P. Mladenović (2011):
Coupon collector's problem and generalized Pareto distributions, Journal of Statistical Planning and
Inference, 141, 2348-2352.
- P. Mladenović and J. Vukmirović
(2010): Rates of
convergence in certain limit theorem for extreme values, Journal of
Mathematical Analysis and Applications, 363, 287-295.
- P. Mladenović (2009): Maximum of a partial
sample in the uniform AR(1) processes, Statistics and Probability
Letters, 79, 1414-1420.
- P. Mladenović (2008): Limit
distributions for the problem of collecting pairs, Bernoulli, 14(2),
419-439.
- P. Mladenović and V. Piterbarg (2008): On estimation of the
exponent of regular variation using a sample with missing observations, Statistics
and Probability Letters, 78, 327-335.
- P. Mladenović and V. Piterbarg (2006): On asymptotic distribution
of maxima of complete and incomplete samples from stationary sequences, Stochastic
Processes and their Applications, 116, 1977-1991.
- P. Mladenović (2006): On extreme steps of a random
function on finite sets, Indian Journal for Pure and Applied
Mathematics, 37(2), 89-98.
- P. Mladenović (2005): A generalization of the Mejzler-de Haan theorem, Teoriya veroyatnostei
i ee primeneniya, 50, 177-189, 2005. Reprinted in: Probability
Theory and its Applications, 50, 141-153 (2006).
- P. Mladenović (2002): Double arrays of random variables
and extreme value distributions, Theory of Stochastic Processes (Kiev),
8(24), No. 3-4, 300-308.
- P. Mladenović (2002): A note on random permutations and
extreme value distributions, Proceedings of the Japan Academy, 78,
Ser. A, No. 8, 157-160.
- P. Mladenović (1999): Limit theorems for the maximum terms
of a sequence of random variables with marginal geometric distributions, Extremes,
2(4), 405-419.
- P. Mladenović (1999): Extreme values of the sequences of
independent random variables with mixed distributions, Matematicki
vesnik, 51, 29-37.
Full list of publications, lectures
and other activities
Seminar Probability Theory and Mathematical Statistics
Mathematics and Poetry of Omar Khayyam
Седница
Катедре 27.05.2021.
Седница
Катедре 02.10.2021.
Седница
Катедре 11.06.2020.
Списак
доктора
наука