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 would anti-recommend Purcell, but I acknowledge that for some people it’s the best. It’s more wordy and “tell rather than show” than e.g. Griffiths.
On Reichl’s book, I want to note from what I’ve heard (not personally read) that the 2nd edition has much more explanation and intuition that the 3rd edition cut out. I haven’t read other statistical mechanics books and so can’t compare to others.
6pragmatist
A small point, but an important one I think: Reichl is a woman.
1lukeprog
Thanks for all your recommendations! Purcell's Electricity and Magnetism is not out of print.
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)