Full Professor, Department of Probability
Address: University of Belgrade, Faculty of Mathematics, Studentski trg 16, 11000
Courses: 2017/2018 ОБАВЕШТЕЊА
Stochastic processes; statistics;
extreme values; heavy tailed phenomena; applications in economy, finance and
Doctoral Advisor: see Mathematics
- Extreme Values of Random Sequences, Faculty of Mathematics, Belgrade, 2002 [in
- Probability and Statistics, The fourth edition, Faculty
of Mathematics, Belgrade,
2008 [Textbook in Serbian]
- Combinatorics, The third edition, The
Mathematical Society of Serbia, Belgrade,
2001 [in Serbian]
- Elementary Introduction to Probability and
Second edition, The Mathematical Society of Serbia, Belgrade, 1998 [in Serbian]
- Elements of Actuarial Mathematics, Faculty of Mathematics,
Belgrade, 2014 [in Serbian]
- L. Glavaš and P. Mladenović
(2018): New limit results related to coupon collector's roblem, 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, DOI:
- 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, DOI: 10.1016/j.jspi.2017.06.04
- L. Glavaš, P. Mladenović and
G. Samorodnitsky (2017): Extreme values of the uniform order 1
autoregressive processes and missing observations, Extremes, 20,
- 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,
- 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,
- 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
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),
- 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