I have posted some questions:
- Probability result - 3 discrete random variables
- Markov chain - a notation I don't understand
- Random variables identities - how to make a formal proof.
These questions reflect that I need to understand some concepts in probability theory. I would really like to hear if you, based on these questions, can help med find an appropriate textbook or a reference.
I have already learned the basic probability theory (have taken a course), but the book I have to read (A First Course in Information Theory by Raymond W. Yeung) requires that you are familiar with some concepts I am not used to.
For Information Theory topic, I'm recommending a great book Elements of Information Theory by M. Cover and A. Thomas. It covers wide range of topics of IT and includes a lot of examples and exercises.