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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: 2023/2024 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 In
Random Sequences, Springer, 2024. https://link.springer.com/book/10.1007/978-3-031-57412-2
- Combinatorics. A Problem-Based Approach, Springer,
2019. https://www.springer.com/us/book/9783030008307#aboutBook
- Вероватноћа
и
статистика, Четврто
издање, Математички
факултет, Београд, 2008; Завод
за уџбенике 2019, Београд.
- Елементи
актуарске
математике,
Математички
факултет, Београд, прво
издање 2014, друго
издање 2023.
- Комбинаторика, Пето издање, Друштво
математичара
Србије, Београд, 2023.
- Екстремне
вредности
случајних
низова, Математички
факултет, Београд, 2002.
- Елементаран
увод у
вероватноћу
и статистику, Друго
издање, Друштво
математичара
Србије, Београд, 1998.
- Математика
и поезија
Омара Хајама, Alexandria, Ваљево
2007.
Selected papers:
- L. Glavaš and
P. Mladenović (2024):
Extremes
in incomplete samples from moving averages of random variables from the
domain of sttraction of the Gumbel distribution,
Statistics and Probability
Letters, 207, 110012.
- Z. Mladenović, L. Glavaš and
P. Mladenović (2023): Modeling Covid-19 Contagion Dynamics: Time-Series
Analysis Across Different Countries and Subperiods, pp. 273-289, in Theory and Applications
of Time Series Analysis and Forecasting, Editors
O. Valenzuela et al. Springer Series Contributions to Statistics.
- L. Glavaš and
P. Mladenović (2020): Extreme values of linear processes with
heavy-tailed innovations and missing observations, Extremes, 23, 547-567.
- 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.
Education, full list of
publications, lectures and other activities
Seminar Probability Theory and Mathematical Statistics
Mathematics and Poetry of Omar Khayyam