I am taking a course name "mathematical foundations of probability theory" and the lecturer is following the book "probability" by A.N shiryaev. I am finding very hard to follow and would appreciate if someone could recommend a book with similar content or at least a big overlap so that I could perhaps follow better. Thanks!
2026-04-19 21:31:36.1776634296
Suggestions for books on probability theory
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The textbooks by Durrett and Billingsley are most often used. I really enjoy the text by Breiman every time I open it. See also the book by Grimmett and Stirzaker. You might find the slides on Scott Sheffield's website helpful.