I am reading some lecture notes (completed with exercises and competitionlike problems) provided by my college professor, but I would like to study probability from a proper book. Can you suggest one with good problems and clear rigorous style?
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Googling for "probability book math.stackexchange" reveals this thread: http://math.stackexchange.com/questions/31838/whatisthebestbooktolearnprobability – littleO Sep 14 '14 at 10:53
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Let me start the ball rolling: here is a text book that I use and it has wonderful examples, and it really pushes me (not saying much) but it is undergrad level at least Grimmett prob. And random processes
Chinny84
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