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

Biography [in Serbian]

Current Courses: 2013/2014 Second Semester (Предавања: летњи семестар 2013/2014) ОБАВЕШТЕЊА

Research interests:
Stochastic processes; statistics; extreme values; heavy tailed phenomena; applications in economy, finance and insurance.

Selected publications


  • Extreme Values of Random Sequences, Faculty of Mathematics, Belgrade, 2002 [in Serbian]
  • 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 Statistics, Second edition, The Mathematical Society of Serbia, Belgrade, 1998 [in Serbian]
  • Elements of Actuarial Mathematics, Faculty of Mathematics, Belgrade, 2014 [in Serbian]

Selected recent papers:

  • P. Mladenović (1999): Extreme values of the sequences of independent random variables with mixed distributions, Matematicki vesnik, 51, 29-37.
  • 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 (2002): A note on random permutations and extreme value distributions, Proceedings of the Japan Academy, 78, Ser. A, No. 8, 157-160.
  • 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 (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 (2006): On extreme steps of a random function on finite sets,  Indian Journal for Pure and Applied Mathematics37(2), 89-98.
  • 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 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.
  • Z. Mladenović and P. Mladenović (2006): Estimation of the value-at-risk parameter: econometric analysis and extreme value theory approach, Ekonomski anali, No. 171, 32-73 [article in Serbian, abstract in English].
  • P. Mladenović (2008): Limit distributions for the problem of collecting pairs, Bernoulli, 14(2), 419-439.
  • P. Mladenović (2009): Maximum of a partial sample in the uniform AR(1) processes, Statistics and Probability Letters, 79, 1414-1420.
  • 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.
  • J. Jocković and P. Mladenović (2011): Coupon collector's problem and generalized Pareto distributions, Journal of Statistical Planning and Inference, 141, 2348-2352.
  • 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.
  • P. Mladenović and L. Živadinović (2015): Uniform AR(1) processes and maxima on partial samples, Communications in Statistics – Theory and Methods, 44, 2546-2563.
  • 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,
    DOI: 10.1007/s10898-015-0311-6.
  • L. Glavaš, P. Mladenović and G. Samorodnitsky (2017): Extreme values of the uniform order 1 autoregressive processes and missing observations, Extremes, DOI 10.1007/s10687-016-0282-0.

Full list of publications, lectures and other activities

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