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-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.
 A: There is a very recent book, October 2014 if I am not mistaken, by Oleg Klesov, titled "Limit Theorems for Multi-Indexed Sums of Random Variables". It has a fascinating content with good survey of many different limit problems.
Here is the table of content.


*

*Some Remarks on the Theory of Limit Theorems for Multi-Indexed Sums

*Maximal Inequalities for Multi-Indexed Sums of Independent Random

*Variables Weak Convergence of Multi-Indexed Sums of Independent

*Random Variables The Law of Large Numbers for Multi-Indexed Sums of

*Independent Random Variables Almost Sure Convergence of Multi-Indexed

*Series  Boundedness of Multi-Indexed Series of Independent Random
Variables

*Rate of Convergence of Multi-Indexed Series  

*The Strong Law of Large Numbers for Independent Random Variables 

*The Strong Law of Large Numbers for Independent Identically Distributed Random Variables 

*The Law of the Iterated Logarithm

*Renewal Theorems for Random Walks with Multi-Dimensional Time

*Existence of Moments of Suprema of Multi-Indexed Sums and the Strong Law of Large Numbers 

*Complete Convergence


And the link;
A: A classical reference is Petrov's book
Limit Theorems of Probability Theory, 
and find it here
https://global.oup.com/academic/product/limit-theorems-of-probability-theory-9780198534990
"The exposition in the basic sections of the book is self-contained, with detailed proofs. Hence, the book is suitable for a course on limit theorems for graduate students. The book can also serve as a reference book for researchers in probability theory and theoretical statistics."-Mathematical Reviews
