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.

  • $\begingroup$ Here's some resources: hbpms.blogspot.com/2008/05/… $\endgroup$
    – Math1000
    Feb 23, 2015 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, 2015 at 19:27
  • 4
    $\begingroup$ Does this answer your question? Good books on "advanced" probabilities $\endgroup$
    – user851668
    Dec 22, 2020 at 2:57

1 Answer 1


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.)

  • $\begingroup$ You can also view the lectures on YouTube. I find professors Tsitsiklis's teaching style entertaining ;) $\endgroup$
    – dietervdf
    Feb 23, 2015 at 2:17

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