To celebrate the 65th birthday of Professor Zhengyan Lin， an Inter-national Conference on Asymptotic Theory in Probability and Statisticswas held at the Center of Mathematical Sciences and Department ofMathematics of Zhejiang University， Hangzhou， China， in the summerof 2006. One of the aims of the conference was to provide a platformfor the exchange of new ideas and recent developments in asymptotictheory and applications. Many speakers of the conference were invitedto contribute to this volume， which consists of expository papers basedon their invited talks or related research areas. All papers were carefullypeer refereed. We would like to dedicate this book to Professor ZhengyanLin and wish him continuing success in many years to come!

　　Professor Lin is a leading probabilist in China. He has made sig-nificant contributions to the development of asymptotic theory， espe-cially， limit theorems for mixing dependent random variables and self-normalized sums， and sample path properties of Gaussian processes.Professor Lin has published over 140 papers and 7 books. He andProfessor Chuanrong Lu have supervised over 160 graduate students atHangzhou University (now merged with Zhejiang University) since 1982.

　　An objective of the present volume of 18 papers by the invited speak-ers 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. Ob-viously， we cannot cover all of the important topics of current research.

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

　　Part I has 8 papers， focusing on limit theory through various angles.It starts with the probability theory of self-normalization (Lai and Shao)，followed by random partitions (Su)， adaptive designs (Zhang)， Gaussianprocesses (Wang)， Gaussian random fields (Xiao)， large deviations the-ory for two-parameter Gaussian processes (Chen and CsSrgS)， intersec-tion local times (Chen)， and ends with limit theorems for U-statistics(JING) to serve as a link between probability and statistics.

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