Probability book with solutions that covers multivariate normals and different convergence concepts

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I want to self study some probability, especially different properties of multivariate normal distributions. Also I am interested in studying different convergence concepts. I would be very thankful if you could recommend me some book that covers this topics and has a solution manual.

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Probably the followings help you:

https://www.amazon.com/Probability-Random-Variables-Stochastic-Processes/dp/0071226613

https://www.amazon.com/First-Course-Probability-9th/dp/032179477X

https://www.amazon.com/Elements-Information-Theory-Telecommunications-Processing/dp/0471241954 (This book is about information theory but has a rich probability background)

Please let me know if any of the sources were useful