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 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.
- Комбинаторика, Четврто
издање, Друштво
математичара
Србије, Београд, 2013.
- Елементаран
увод у
вероватноћу
и статистику, Друго
издање, Друштво
математичара
Србије, Београд, 1998.
- Екстремне
вредности
случајних
низова, Математички
факултет, Београд, 2002.
- Елементи
актуарске
математике,
Математички
факултет, Београд, 2014.
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.
Full list of publications, lectures
and other activities
Seminar Probability Theory and Mathematical Statistics
Mathematics and Poetry of Omar Khayyam