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Roussas G. Introduction to Probability
Academic Press, 2006. - 400 pages.

Features exceptionally clear explanations of the mathematics of probability theory and explores its many diverse applications through numerous interesting and motivational examples.

This book is an introductory textbook in probability. No prior knowledge in probability is required; however, previous exposure to an elementary precalculus course in probability would prove beneficial in that the student would not see the basic concepts discussed here for the first time.
The mathematical prerequisite is a year of calculus. Familiarity with the basic concepts of linear algebra would also be helpful in certain instances. Often students are exposed to such basic concepts within the calculus framework. Elementary differential and integral calculus will suffice for the majority of the book. In some parts of Chapters 7 through 11, the concept of a multiple integral is used. In Chapter 11, the student is expected to be at least vaguely familiar with the basic
techniques of changing variables in a single or a multiple integral.
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