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The present book contains 11 articles accepted and published in the second edition of the Special Issue "Analytical Methods and Convergence in Probability with Applications" of the MDPI journal Mathematics, which cover a wide range of topics from the theory of distributions and analytical methods in probability to limit theorems, convergence rate estimates, and statistical estimation. It is hoped that this reprint will be of great interest and useful for those working in the area of probability theory and mathematical statistics, as well as for those with an advanced mathematical background and seeking to become familiar with recent advances in limit theorems of probability and asymptotic statistics.

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