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This volume is a collection of 18 papers on asymptotic theory in probability, statistics and their applications to a wide variety of problems.It contains three parts, limit theorems, statistics and applications, mathematical finance and Insurance.Most papers are survey papers and the volume is intended for graduate students in probability and statistics and researchers in related areas.

Part Ⅰ: Limit Theorems.
　Self-normalized Limit Theorems in Probability and Statistics
　Asymptotic Analysis of Random Partitions
　Limit Theorems on Adaptive Designs in Clinical Trials
　Functional Limit Theorems for Gaussian Processes
　Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
　Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis
　Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm
　Limit Theorems for U-Statistics
Part Ⅱ: Statistics and Applications
　On the Inverse Problem for the t-Statistic
　Statistical Analysis for Rounded Data
　Piecewise Regression Models: Estimation Theory and Applications
　Estimation in Partially Linear Models With Missing Data: A Review
　Asymptotic Methods in Nonlinear Time Series Models
　Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing 　Applications
　Mixed Linear Model Approaches for Complex Trait Analysis
Part Ⅲ: Mathematical Finance and Insurance
　Inference and Computation for Stochastic Volatility Models Related to Option Pricing
　A Selective Overview of Applications of Choquet Integrals
　Some Recent Developments in Actuarial Science

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