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I'm looking for a rigorous introduction to probability to help prepare me for a future course I plan on taking, "Advanced Introduction to Probability". Something possibly like Spivak's, where proofs are key.

Any help is appreciated.

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  • $\begingroup$ Here's some resources: hbpms.blogspot.com/2008/05/… $\endgroup$ – Math1000 Feb 23 '15 at 1:59
  • $\begingroup$ Stochastic Calculus for Finance II has a great intro having many intuitive explanations. This is a great aid to a rigorous Probabilty book (though this book does have proofs also). You can get it for free on sribd.com just make an account and upload any random file you have to get free access $\endgroup$ – Kamster Mar 2 '15 at 19:27
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    $\begingroup$ Does this answer your question? Good books on "advanced" probabilities $\endgroup$ – Intellectually disabled Dec 22 '20 at 2:57
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Introduction to Probability by Dimitri P. Bertsekas and John N. Tsitsiklis

The authors are MIT professors.

Here are probability lecture notes written by the authors themselves.

Here are also video lectures on Youtube by Tsitsiklis. (Thanks @dietervdf for pointing that out.)

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  • $\begingroup$ You can also view the lectures on YouTube. I find professors Tsitsiklis's teaching style entertaining ;) $\endgroup$ – dietervdf Feb 23 '15 at 2:17

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