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Having access to those references, accumulating many results in one domain is always a bless,like like Feller's book in probability, Dembo-Zeitoun'sZeitouni's large deviation, Grimmett's percolation and recent Optimal Transport of Villani.

There are variants of asymptotic results in probability theory: law of large numbers, central limit theorem and laws of iterated logarithm. Each has its variants: weak LLN, strong LLN, i.i.d. variables, non i.i.d. variables, CLT for Markov chains etc. There are different ways of proving each one too.

Now I was curious to know about the references that provide most of these results and their different proofs.

I am aware of the following reference:

Anirban DasGupta, Asymptotic Theory of Statistics and ProbabilityAsymptotic Theory of Statistics and Probability

Remark: If we can classify results of concentration inequalities as part of asymptotic results, then I am aware of Pascal Massart's Saint Flour lecture 2003 and some other references (TalagrandTalagrand's notes for instance).

Any other references and discussions are appreciated.

Having access to those references, accumulating many results in one domain is always a bless,like Feller's book in probability, Dembo-Zeitoun's large deviation, Grimmett's percolation and recent Optimal Transport of Villani.

There are variants of asymptotic results in probability theory: law of large numbers, central limit theorem and laws of iterated logarithm. Each has its variants: weak LLN, strong LLN, i.i.d. variables, non i.i.d. variables, CLT for Markov chains etc. There are different ways of proving each one too.

Now I was curious to know about the references that provide most of these results and their different proofs.

I am aware of the following reference:

Anirban DasGupta, Asymptotic Theory of Statistics and Probability

Remark: If we can classify results of concentration inequalities as part of asymptotic results, then I am aware of Pascal Massart's Saint Flour lecture 2003 and some other references (Talagrand notes for instance).

Any other references and discussions are appreciated.

Having access to those references, accumulating many results in one domain is always a bless, like Feller's book in probability, Dembo-Zeitouni's large deviation, Grimmett's percolation and recent Optimal Transport of Villani.

There are variants of asymptotic results in probability theory: law of large numbers, central limit theorem and laws of iterated logarithm. Each has its variants: weak LLN, strong LLN, i.i.d. variables, non i.i.d. variables, CLT for Markov chains etc. There are different ways of proving each one too.

Now I was curious to know about the references that provide most of these results and their different proofs.

I am aware of the following reference:

Anirban DasGupta, Asymptotic Theory of Statistics and Probability

Remark: If we can classify results of concentration inequalities as part of asymptotic results, then I am aware of Pascal Massart's Saint Flour lecture 2003 and some other references (Talagrand's notes for instance).

Any other references and discussions are appreciated.

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References on law of large numbers, CLT and iterated logarithm laws

Having access to those references, accumulating many results in one domain is always a bless,like Feller's book in probability, Dembo-Zeitoun's large deviation, Grimmett's percolation and recent Optimal Transport of Villani.

There are variants of asymptotic results in probability theory: law of large numbers, central limit theorem and laws of iterated logarithm. Each has its variants: weak LLN, strong LLN, i.i.d. variables, non i.i.d. variables, CLT for Markov chains etc. There are different ways of proving each one too.

Now I was curious to know about the references that provide most of these results and their different proofs.

I am aware of the following reference:

Anirban DasGupta, Asymptotic Theory of Statistics and Probability

Remark: If we can classify results of concentration inequalities as part of asymptotic results, then I am aware of Pascal Massart's Saint Flour lecture 2003 and some other references (Talagrand notes for instance).

Any other references and discussions are appreciated.