References

Billingsley, Patrick. 1995. Probability and Measure. Third. Wiley Series in Probability and Mathematical Statistics. Wiley.
Breiman, Leo. 1992. Probability. SIAM. https://doi.org/10.1137/1.9781611971286.
Chung, Kai Lai, and Farid AitSahlia. 2003. Elementary Probability Theory. Undergraduate Texts in Mathematics. Springer. https://doi.org/10.1007/978-0-387-21548-8.
Deisenroth, Marc Peter, A. Aldo Faisal, and Cheng Soon Ong. 2020. Mathematics for Machine Learning. Cambridge University Press. https://mml-book.com.
Ross, Sheldon. 2014. A First Course in Probability. Ninth. Pearson.