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.

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