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I've a good background in basic probability. I need to learn and get a good grip on the probability distributions and stochastic processes, counting processes, and other related topics.

I am already familiar with the basics of distributions like Binomial, Poisson, Normal etc.

I have started studying from the book by Sheldon Ross. But honestly, I am finding it as a too-much-details-but-no-examples kind of book. It complicates concepts more than necessary. I am looking for a better book for beginners, if there is any.

Also it would be great if I can learn from any video lectures available online. I find it easier and faster to learn that way. The MIT OCW lectures do not cover all the topics I am looking for.

Please suggest good books/lectures.

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Durrett's Probability Theory and Examples might be good for you. It is also available free on his webpage! –  Frank Mar 20 at 14:10

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