I'd love to give recommendations on probability, but I learned it from a person, not a book, and I have yet to find a book that really fits the subject as I know it. The one I usually recommend is Grimmett and Stirzaker. It develops the algebra of probability well without depending on too much measure theory, has decent exercises, and provides a usable introduction to most of the techniques of random processes. I found Feller's exposition of basic probability less clear, though his book's a useful reference for the huge amount of material on specific distr... (read more)
I'd love to give recommendations on probability, but I learned it from a person, not a book, and I have yet to find a book that really fits the subject as I know it. The one I usually recommend is Grimmett and Stirzaker. It develops the algebra of probability well without depending on too much measure theory, has decent exercises, and provides a usable introduction to most of the techniques of random processes. I found Feller's exposition of basic probability less clear, though his book's a useful reference for the huge amount of material on specific distr... (read more)