I am interested in advanced Probability Theory books which also do have lots of exercises to work with, in the topics of convergence of random variables, conditional expectation (martingales in particular).
Does anybody have any good suggestions?
2026-04-12 15:11:33.1776006693
Good books on Advanced Probability Theory with exercises to work with
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My go-to probability book is Rick Durrett's Probability: Theory and Examples, which is available online for free from his website.