Independent Random Variables.- Classical Limit Theorems, Inequalities and Other Tools.- Self-Normalized Large Deviations.- Weak Convergence of Self-Normalized Sums.- Stein's Method and Self-Normalized Berry-Esseen Inequality.- Self-Normalized Moderate Deviations and Laws of the Iterated Logarithm.- Cram?r-Type Moderate Deviations for Self-Normalized Sums.- Self-Normalized Empirical Processes and U-Statistics.- Martingales and Dependent Random Vectors.-...