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