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Department of Probability and Statistics

PhD studies

MATHEMATICS:
PROBABILITY AND STATISTICS


The first doctoral dissertation in the scientific field of Probability and Statistics, defended at the Faculty of Mathematics, wasOn the Strong Law of Large Numbers“ Часлава Станојевића 1955. године. Од тада до краја 2024. године одбрањено је укупно 45 дисертација из ове области. Комплетан списак обрањених дисертација налази се на дну стране.

PhD studies

A detailed plan and program of doctoral studies is available on this page. In order for a student to obtain the title of Doctor of Mathematical Sciences from the scientific field of probability and statistics, it is necessary that the majority of the selected courses belong to this field. The courses Mathematical Statistics and Theory of Random Processes are mandatory, and the others are chosen in agreement with the advisor of doctoral studies. The consent of the Department is required for the choice of courses for each school year. To fulfill the requirements for "Preparation of the doctoral dissertation 1,2,3,4", it is necessary to present some scientific work, not necessarily authored, at the Department's Seminar. In addition to this, the requirement can be considered fulfilled if the student presented his/her results at a domestic or international conference, or published it in a peer-reviewed scientific journal. One of the four Preparations must be fulfilled by presenting on the Department's Seminar.

PhD theses in Probability and Statistics (mostly in Serbian)

  1. Časlav Stanojević (1955) On the Strong Law of Large Numbers Supervisor: Nikola Saltikov
  2. Zoran Popstojanović (1964) Application of filter transformation of random Lebesgue measure to random fields Supervisor: Tadija Pejović
  3. Petar Todorović (1964) Random transformations of statistical sets Supervisor: Tadija Pejović
  4. Zoran Ivković (1964) On predictions of random processes Supervisor: Tadija Pejović
  5. Stevan Stojanović (1969) Management and optimization problems of the mathematical queueing theory Supervisor: Đuro Kurepa
  6. Jovan Ukšanović (1970) Necessary and sufficient conditions for the independence and Markov property of some classes of random variables Supervisor: Đuro Kurepa
  7. Jovan Mališić (1973) Extrapolation and other linear problems of a class of stationary random processes with irrational spectral densities Supervisor: Zoran Ivković
  8. Jelena Bulatović (1975) Spectral analysis of second-order random processes with non-separable spaces Supervisor: Zoran Ivković
  9. Dragan Banjević (1976) Optimal plans for some control models in reliability theory Supervisor: Stevan Stojanović
  10. Slobodan Janković (1979) Non-ergodic sources in information theory Supervisor: Zoran Ivković
  11. Ratomir Pažanin (1980) Invariance of spectral type of random process in relation to time transformation Supervisor: Zoran Ivković
  12. Fuat Rizvanoli (1982) The method of Hilbert spaces of reproducing kernels in examining the spectral multiplicity of a random process Supervisor: Zoran Ivković
  13. Predrag Peruničić (1984) Non-constant rarefaction of renewal process Supervisor: Stevan Stojanović
  14. Slobodanka Janjić (1985) Contribution to the theory of summation and maximum of random number of random variables Supervisor: Stevan Stojanović
  15. Pavle Mladenović (1985) Estimating the spectrum of a stationary sequence Supervisor: Jovan Mališić
  16. Blagota Lučić (1985) Time analysis of generalized random processes Supervisor: Zoran Ivković
  17. Ljiljana Kostić-Petruševski (1986) Stochastic Ito processes in a separable Hilbert space (equivalence to the Wiener process) Supervisor: Zoran Ivković
  18. Tibor Poganj (1986) Singular Random Processes, Padé Approximation and Mean Square Convergence Supervisor: Jovan Mališić
  19. Zoran Glišić (1987) Quantile processes and their application in testing statistical hypothesis Supervisor: Zoran Ivković
  20. Svetlana Janković (1987) Some iterative procedures and limit theorems in the theory of random differential equations Supervisor: Zoran Ivković
  21. Slobodanka Mitrović (1987) A class of random processes of multiplicity of one Supervisor: Zoran Ivković
  22. Dražen Pantić (1988) Solving motion equations by stochastic simulation Supervisor: Zoran Ivković
  23. Biljana Popović (1990) Forecasting and parameter estimation of ARMA series with exponential distributions Supervisor: Jovan Mališić
  24. Vesna Jevremović (1991) Statistical properties of time series with exponential marginal distribution and mixtures of exponential distributions Supervisor: Jovan Mališić
  25. Ranko Nedeljković (1993) Optimal preventive replacement plans in systems with incomplete control Supervisor: Dragan Banjević
  26. Siniša Stamatović (1993) Asymptotic behavior of processes determined by statistics with time shift Supervisor: Pavle Mladenović
  27. Viktor Obuljen (1997) Coding theorems for some non-stationary communication channels Supervisor: Zoran Ivković
  28. Момчило Новаковић (2001) Marginal distributions and parameter estimation problems in some nonlinear time series models Supervisor: Jovan Mališić
  29. Dragan Đorić (2002) Statistical analysis of time series models with thresholds Supervisor: Jovan Mališić
  30. Jovan Vukmirović (2011) On rates of convergence in limit theorems for extreme values Supervisor: Pavle Mladenović
  31. Ivana Ilić (2013) On tail index estimation using samples with missing observations Supervisor: Pavle Mladenović
  32. Jelena Jocković (2013) Stochastic models for exceedances over high thresholds and waiting time problems Supervisor: Pavle Mladenović
  33. Ehfayed Shneina (2013) Extreme values ​​in sequences of independent random variables with mixed distributions Supervisor: Pavle Mladenović
  34. Jelena Stanojević (2015) Statistical problems of estimation of the ratio of variances and the large quantiles of the distributions Supervisor: Pavle Mladenović
  35. Marko Obradović (2015) Characterizations of some distributions and Bahadur asymptotic efficiency of goodness-of-fit tests Supervisor: Slobodanka Janković
  36. Halima Elfaghihe (2015) Design and Performances of Control Charts for Stationary and Uncorrelated Data Supervisor: Slobodanka Janković
  37. Milan Jovanović (2015) Estimation of the reliability parameter of a two-component system Supervisor: Pavle Mladenović
  38. Lenka Glavaš (2016) The limiting distributions of the partial maxima in the uniform AR(1) processes Supervisor: Pavle Mladenović
  39. Bojana Milošević (2016) Asymptotic properties of non-parametric tests based on U-statistics and V-statistics with non-degenerate and weakly degenerate kernel Supervisor: Pavle Mladenović
  40. Kristina Veljković (2016) Quality control by monitoring central tendency of nongaussian random variables Supervisor: Pavle Mladenović
  41. Zoran Vidović (2020) Record values from a sequence of identically distributed random variables with applications Supervisor: Marko Obradović
  42. Marija Cuparić (2021) Goodness-of-fit tests based on L2 and L∞ distances and their asymptotic efficiency Supervisor: Bojana Milošević
  43. Milica Jovalekić (2022) Extremal problems of Brownian motion and other random processes Supervisor: Pavle Mladenović
  44. Ana Merkle (2023) Stochastic predictability of filtrations and processes by a continuous parameter Supervisors: Stevan Pilipović, Miljana Jovanović
  45. Бојана Тодић (2024) Комбинаторни проблем сакупљања купона са проширеном колекцијом  Ментор: Јелена Јоцковић
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