This book, which is split into two parts, is about Prof. Zhidong Bai's life and his contributions to statistics and probability. The first part contains an interview with Zhidong Bai conducted by Dr Atanu Biswas from the Indian Statistical Institute, and seven short articles detailing Bai's contributions. The second part is a collection of his selected seminal papers in the areas of random matrix theory, Edgeworth expansion, M-estimation, model selection, adaptive design in clinical trials, applied probability in algorithms, small area estimation, and time series, among others. This book provides an easy access to Zhidong Bai's important works, and serves as a useful reference for researchers who are working in the relevant areas.Contents:Professor Bai's Life and His Contributions: A Conversation with Zhidong Bai (A Biswas)Professor Z D Bai: My Friend, Philosopher and Guide (D Kundu)Collaboration with a Dear Friend and Colleague (J W Silverstein)Edgeworth Expansions: A Brief Review of Zhidong Bai's Contributions (G J Babu)Bai's Contribution to M-Estimation and Relevant Tests in Linear Models (L Zhao)Professor Bai's Main Contributions on Randomized URN Models (F Hu)Professor Bai's Contributions to M-Estimation (Y Wu)On Professor Bai's Main Contributions to the Spectral Theory of Random Matrices (J F Yao)Selected Papers of Professor Bai:Edgeworth Expansions of a Function of Sample Means Under Minimal Moment Conditions and Partial Cramer's Condition (G J Babu & Z D Bai)Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part II. Sample Covariance Matrices (Z D Bai)Circular Law (Z D Bai)and other papersReadership: Statisticians and mathematicians.