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Arash
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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.

Arash
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