Cerovsek was born in Vancouver, British Columbia, Canada, the son of Austrian parents Sophia and Helmut Cerovsek who emigrated to Canada. His sister, Katja Cerovsek, is a pianist and a lawyer. He began learning to play the violin at age five. He studied with John Loban, Charmian Gadd, Richard Goldner, and Josef Gingold. In 1984 he began studying music at Indiana University in Bloomington. He was awarded a bachelor's degree in music and mathematics in 1987 (age 15), a master's degree in music in 1988, a master's degree in mathematics in 1990, and completed his doctoral coursework in music and mathematics in 1991 (age 18).