{"id":2163,"date":"2022-12-05T18:42:42","date_gmt":"2022-12-05T18:42:42","guid":{"rendered":"http:\/\/euler.matf.bg.ac.rs\/katedraZaVerovatnocu\/?page_id=2163"},"modified":"2025-05-11T15:03:04","modified_gmt":"2025-05-11T15:03:04","slug":"doktorske-akademske-studije","status":"publish","type":"page","link":"https:\/\/www.stat.matf.bg.ac.rs\/en\/doktorske-akademske-studije\/","title":{"rendered":"PhD studies"},"content":{"rendered":"
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Department of Probability and Statistics<\/h3>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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PhD studies<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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MATHEMATICS:\n
PROBABILITY AND STATISTICS<\/h4>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t
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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<\/em>“ \u0427\u0430\u0441\u043b\u0430\u0432\u0430 \u0421\u0442\u0430\u043d\u043e\u0458\u0435\u0432\u0438\u045b\u0430 1955. \u0433\u043e\u0434\u0438\u043d\u0435. \u041e\u0434 \u0442\u0430\u0434\u0430 \u0434\u043e \u043a\u0440\u0430\u0458\u0430 2024. \u0433\u043e\u0434\u0438\u043d\u0435 \u043e\u0434\u0431\u0440\u0430\u045a\u0435\u043d\u043e \u0458\u0435 \u0443\u043a\u0443\u043f\u043d\u043e 46 \u0434\u0438\u0441\u0435\u0440\u0442\u0430\u0446\u0438\u0458\u0430 \u0438\u0437 \u043e\u0432\u0435 \u043e\u0431\u043b\u0430\u0441\u0442\u0438. \u041a\u043e\u043c\u043f\u043b\u0435\u0442\u0430\u043d \u0441\u043f\u0438\u0441\u0430\u043a \u043e\u0431\u0440\u0430\u045a\u0435\u043d\u0438\u0445 \u0434\u0438\u0441\u0435\u0440\u0442\u0430\u0446\u0438\u0458\u0430 \u043d\u0430\u043b\u0430\u0437\u0438 \u0441\u0435 \u043d\u0430 \u0434\u043d\u0443 \u0441\u0442\u0440\u0430\u043d\u0435.<\/span><\/p>

PhD studies<\/strong><\/p>

A detailed plan and program of doctoral studies is available on this page<\/a>.<\/strong> 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.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

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PhD theses in Probability and Statistics (mostly in Serbian)<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t
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  1. \u010caslav Stanojevi\u0107 (1955) On the Strong Law of Large Numbers<\/strong> Supervisor: Nikola Saltikov<\/li>\n \t
  2. Zoran Popstojanovi\u0107 (1964) Application of filter transformation of random Lebesgue measure to random fields<\/strong> Supervisor: Tadija Pejovi\u0107<\/li>\n \t
  3. Petar Todorovi\u0107 (1964) Random transformations of statistical sets<\/strong> Supervisor: Tadija Pejovi\u0107<\/li>\n \t
  4. Zoran Ivkovi\u0107 (1964) On predictions of random processes<\/strong> Supervisor: Tadija Pejovi\u0107<\/li>\n \t
  5. Stevan Stojanovi\u0107 (1969) Management and optimization problems of the mathematical queueing theory<\/strong> Supervisor: \u0110uro Kurepa<\/li>\n \t
  6. Jovan Uk\u0161anovi\u0107 (1970) Necessary and sufficient conditions for the independence and Markov property of some classes of random variables<\/strong> Supervisor: \u0110uro Kurepa<\/li>\n \t
  7. Jovan Mali\u0161i\u0107 (1973) Extrapolation and other linear problems of a class of stationary random processes with irrational spectral densities<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  8. Jelena Bulatovi\u0107 (1975) Spectral analysis of second-order random processes with non-separable spaces<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  9. Dragan Banjevi\u0107 (1976) Optimal plans for some control models in reliability theory<\/strong> Supervisor: Stevan Stojanovi\u0107<\/li>\n \t
  10. Slobodan Jankovi\u0107 (1979) Non-ergodic sources in information theory<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  11. Ratomir Pa\u017eanin (1980) Invariance of spectral type of random process in relation to time transformation<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  12. Fuat Rizvanoli (1982) The method of Hilbert spaces of reproducing kernels in examining the spectral multiplicity of a random process<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  13. Predrag Peruni\u010di\u0107 (1984) Non-constant rarefaction of renewal process<\/strong> Supervisor: Stevan Stojanovi\u0107<\/li>\n \t
  14. Slobodanka Janji\u0107 (1985) Contribution to the theory of summation and maximum of random number of random variables<\/strong> Supervisor: Stevan Stojanovi\u0107<\/li>\n \t
  15. Pavle Mladenovi\u0107 (1985) Estimating the spectrum of a stationary sequence<\/strong> Supervisor: Jovan Mali\u0161i\u0107<\/li>\n \t
  16. Blagota Lu\u010di\u0107 (1985) Time analysis of generalized random processes<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  17. Ljiljana Kosti\u0107-Petru\u0161evski (1986) Stochastic Ito processes in a separable Hilbert space (equivalence to the Wiener process)<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  18. Tibor Poganj (1986) Singular Random Processes, Pad\u00e9 Approximation and Mean Square Convergence<\/strong> Supervisor: Jovan Mali\u0161i\u0107<\/li>\n \t
  19. Zoran Gli\u0161i\u0107 (1987) Quantile processes and their application in testing statistical hypothesis<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  20. Svetlana Jankovi\u0107 (1987) Some iterative procedures and limit theorems in the theory of random differential equations<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  21. Slobodanka Mitrovi\u0107 (1987) A class of random processes of multiplicity of one<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  22. Dra\u017een Panti\u0107 (1988) Solving motion equations by stochastic simulation<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  23. Biljana Popovi\u0107 (1990) Forecasting and parameter estimation of ARMA series with exponential distributions<\/strong> Supervisor: Jovan Mali\u0161i\u0107<\/li>\n \t
  24. Vesna Jevremovi\u0107 (1991) Statistical properties of time series with exponential marginal distribution and mixtures of exponential distributions<\/strong> Supervisor: Jovan Mali\u0161i\u0107<\/li>\n \t
  25. Ranko Nedeljkovi\u0107 (1993) Optimal preventive replacement plans in systems with incomplete control<\/strong> Supervisor: Dragan Banjevi\u0107<\/li>\n \t
  26. Sini\u0161a Stamatovi\u0107 (1993) Asymptotic behavior of processes determined by statistics with time shift<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  27. Viktor Obuljen (1997) Coding theorems for some non-stationary communication channels<\/strong> Supervisor: Zoran Ivkovi\u0107<\/li>\n \t
  28. \u041c\u043e\u043c\u0447\u0438\u043b\u043e \u041d\u043e\u0432\u0430\u043a\u043e\u0432\u0438\u045b (2001) Marginal distributions and parameter estimation problems in some nonlinear time series models<\/strong> Supervisor: Jovan Mali\u0161i\u0107<\/li>\n \t
  29. Dragan \u0110ori\u0107 (2002) Statistical analysis of time series models with thresholds<\/strong> Supervisor: Jovan Mali\u0161i\u0107<\/li>\n \t
  30. Jovan Vukmirovi\u0107 (2011) On rates of convergence in limit theorems for extreme values<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  31. Ivana Ili\u0107 (2013) On tail index estimation using samples with missing observations<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  32. Jelena Jockovi\u0107 (2013) Stochastic models for exceedances over high thresholds and waiting time problems<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  33. Ehfayed Shneina (2013) Extreme values \u200b\u200bin sequences of independent random variables with mixed distributions<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  34. Jelena Stanojevi\u0107 (2015) Statistical problems of estimation of the ratio of variances and the large quantiles of the distributions<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  35. Marko Obradovi\u0107 (2015) Characterizations of some distributions and Bahadur asymptotic efficiency of goodness-of-fit tests<\/strong> Supervisor: Slobodanka Jankovi\u0107<\/li>\n \t
  36. Halima Elfaghihe (2015) Design and Performances of Control Charts for Stationary and Uncorrelated Data<\/strong> Supervisor: Slobodanka Jankovi\u0107<\/li>\n \t
  37. Milan Jovanovi\u0107 (2015) Estimation of the reliability parameter of a two-component system<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  38. Lenka Glava\u0161 (2016) The limiting distributions of the partial maxima in the uniform AR(1) processes<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  39. Bojana Milo\u0161evi\u0107 (2016) Asymptotic properties of non-parametric tests based on U-statistics and V-statistics with non-degenerate and weakly degenerate kernel<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  40. Kristina Veljkovi\u0107 (2016) Quality control by monitoring central tendency of nongaussian random variables<\/strong> Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  41. Zoran Vidovi\u0107 (2020) Record values from a sequence of identically distributed random variables with applications<\/strong> Supervisor: Marko Obradovi\u0107<\/li>\n \t
  42. Marija Cupari\u0107 (2021) Goodness-of-fit tests based on L2<\/sup> and L\u221e<\/sup> distances and their asymptotic efficiency <\/strong>Supervisor: Bojana Milo\u0161evi\u0107<\/li>\n \t
  43. Milica Jovaleki\u0107 (2022) Extremal problems of Brownian motion and other random processes <\/strong>Supervisor: Pavle Mladenovi\u0107<\/li>\n \t
  44. Ana Merkle (2023) Stochastic predictability of filtrations and processes by a continuous parameter <\/strong> Supervisors: Stevan Pilipovi\u0107, Miljana Jovanovi\u0107<\/li>\n \t
  45. \u0411\u043e\u0458\u0430\u043d\u0430 \u0422\u043e\u0434\u0438\u045b (2024) \u041a\u043e\u043c\u0431\u0438\u043d\u0430\u0442\u043e\u0440\u043d\u0438 \u043f\u0440\u043e\u0431\u043b\u0435\u043c \u0441\u0430\u043a\u0443\u043f\u0459\u0430\u045a\u0430 \u043a\u0443\u043f\u043e\u043d\u0430 \u0441\u0430 \u043f\u0440\u043e\u0448\u0438\u0440\u0435\u043d\u043e\u043c \u043a\u043e\u043b\u0435\u043a\u0446\u0438\u0458\u043e\u043c\u00a0 <\/strong>\u041c\u0435\u043d\u0442\u043e\u0440: \u0408\u0435\u043b\u0435\u043d\u0430 \u0408\u043e\u0446\u043a\u043e\u0432\u0438\u045b<\/li>\n
  46. \u0416\u0438\u043a\u0438\u0446\u0430 \u041b\u0443\u043a\u0438\u045b (2025) Statistical tests based on Laplace and Hankel transforms, and their application in change point detection\u00a0 <\/strong>Supervisor: Bojana Milo\u0161evi\u0107<\/li>\n<\/ol>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>","protected":false},"excerpt":{"rendered":"

    \u041a\u0430\u0442\u0435\u0434\u0440\u0430 \u0437\u0430 \u0432\u0435\u0440\u043e\u0432\u0430\u0442\u043d\u043e\u045b\u0443 \u0438 \u0441\u0442\u0430\u0442\u0438\u0441\u0442\u0438\u043a\u0443 \u0414\u043e\u043a\u0442\u043e\u0440\u0441\u043a\u0435 \u0430\u043a\u0430\u0434\u0435\u043c\u0441\u043a\u0435 \u0441\u0442\u0443\u0434\u0438\u0458\u0435 \u041c\u0410\u0422\u0415\u041c\u0410\u0422\u0418\u041a\u0410: \u0412\u0415\u0420\u041e\u0412\u0410\u0422\u041d\u041e\u040b\u0410 \u0418 \u0421\u0422\u0410\u0422\u0418\u0421\u0422\u0418\u041a\u0410 \u041f\u0440\u0432\u0430 \u0434\u043e\u043a\u0442\u043e\u0440\u0441\u043a\u0430 \u0434\u0438\u0441\u0435\u0440\u0442\u0430\u0446\u0438\u0458\u0430 \u0438\u0437 \u0443\u0436\u0435 \u043d\u0430\u0443\u0447\u043d\u0435 \u043e\u0431\u043b\u0430\u0441\u0442\u0438 \u0412\u0435\u0440\u043e\u0432\u0430\u0442\u043d\u043e\u045b\u0430 \u0438 \u0441\u0442\u0430\u0442\u0438\u0441\u0442\u0438\u043a\u0430, \u043e\u0434\u0431\u0440\u0430\u045a\u0435\u043d\u0430 \u043d\u0430 \u043c\u0430\u0442\u0435\u043c\u0430\u0442\u0438\u0447\u043a\u043e\u043c \u0444\u0430\u043a\u0443\u043b\u0442\u0435\u0442\u0443 \u0431\u0438\u043b\u0430 \u0458\u0435 „\u041e \u0441\u0442\u0440\u043e\u0433\u043e\u043c \u0437\u0430\u043a\u043e\u043d\u0443 \u0432\u0435\u043b\u0438\u043a\u0438\u0445 \u0431\u0440\u043e\u0458\u0435\u0432\u0430“ \u0427\u0430\u0441\u043b\u0430\u0432\u0430 \u0421\u0442\u0430\u043d\u043e\u0458\u0435\u0432\u0438\u045b\u0430 1955. \u0433\u043e\u0434\u0438\u043d\u0435. \u041e\u0434 \u0442\u0430\u0434\u0430 \u0434\u043e \u043a\u0440\u0430\u0458\u0430 2024. \u0433\u043e\u0434\u0438\u043d\u0435 \u043e\u0434\u0431\u0440\u0430\u045a\u0435\u043d\u043e \u0458\u0435 \u0443\u043a\u0443\u043f\u043d\u043e 46 \u0434\u0438\u0441\u0435\u0440\u0442\u0430\u0446\u0438\u0458\u0430 \u0438\u0437 \u043e\u0432\u0435 \u043e\u0431\u043b\u0430\u0441\u0442\u0438. \u041a\u043e\u043c\u043f\u043b\u0435\u0442\u0430\u043d \u0441\u043f\u0438\u0441\u0430\u043a \u043e\u0431\u0440\u0430\u045a\u0435\u043d\u0438\u0445 \u0434\u0438\u0441\u0435\u0440\u0442\u0430\u0446\u0438\u0458\u0430 […]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-2163","page","type-page","status-publish","hentry"],"blocksy_meta":{"page_title_panel":"","has_hero_section":"disabled","fca5fc54bd659027cb117cf3b0d380d8":"","hero_section":"type-1","hero_elements":[{"id":"custom_title","enabled":true,"heading_tag":"h1","title":"Home"},{"id":"custom_description","enabled":true,"description_visibility":{"desktop":true,"tablet":true,"mobile":false}},{"id":"custom_meta","enabled":false,"meta_elements":[{"id":"author","enabled":true,"label":"By","has_author_avatar":"yes","avatar_size":25},{"id":"post_date","enabled":true,"label":"On","date_format_source":"default","date_format":"M j, 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