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Probability references
M. Loeve, 'Probability Theory, I and II, 4th Edition', Springer-Verlag, New York, 1977.
Jacques Neveu, 'Mathematical Foundations of the Calculus of Probability', Holden-Day, San Francisco, 1965.
Leo Breiman, 'Probability', ISBN 0-89871-296-3, SIAM, Philadelphia, 1992.
Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press, New York, 1974.
Yuan Shih Chow and Henry Teicher, 'Probability Theory: Independence, Interchangeability, Martingales', ISBN 0-387-90331-3, Springer-Verlag, New York, 1978.