An objective of the present volume of 18 papers by the invited speakers and contributors to the conference is to introduce graduate studentsto some active research areas in probability and statistics.Most papersare survey papers so that the present volume can provide readers witha valuable resource in probability, statistics and their applications.Obviously, we cannot cover all of the important topics of current research.

The volume consists of three parts:(Ⅰ) Limit Theorems,(Ⅱ) Statisticsand Application,and (Ⅲ) Mathematical Finance and Insurance.

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