On the Special Issue "Limit Theorems of Probability Theory".

M. Loeve wrote that "the fundamental limit theorems of Probability theory may be classified into two groups. One group deals with the problem of limit laws of sequences of some of random variables, the other deals with the problem of limits of random variables, in the sense of almost sure convergence, of such sequences. The list of topics is extensive, and it includes classical models of sums of both independent and various types of dependent random variables, probabilities of large deviations, functional limit theorems, and limit theorems for random processes, in high-dimensional spaces, for spectra of random matrices and random graphs, and more. It is assumed that the covariance structure is one of three covariance structures: (1) an independent covariance structure with the same variance, (2) an independent covariance structure with different variances, and (3) a uniform covariance structure. [Extracted from the article]