Elementary Probability - David Stirzaker

The aim of this book is to provide a straightforward introduction to the theory of probability. The topics covered illustrate the wide range and power of the subject, and include conditional probability, independence, random variables, generating functions, and an introduction to Markov chains. The text is friendly and clear and provides numerous worked examples and exercises, all of which help build up the important skills necessary for problem solving. The underlying probabilistic concepts are also well illustrated by this approach, making this book ideal both for self study and as a course text.