I am looking for a book for self-study of rigorous probability theory. I would like a book which is at a completly introductory level, but which is rigorously written. Especially not welcome are books like Introduction to Probability by Sheldon Ross ( which is a great book in its own right ).
The book should have as little assumptions as previous knowledge as possible.
Analog to the book I am looking for is something like Spivaks Calculus or Apostols Calculus but for probability theory.
I am really really stuck,since I suck at learning non-rigorous mathematics,and I always happen to land into some corner case when I try to apply it.
Thanks in advance
Best Answer
You might try K.L. Chung, "Elementary Probability Theory with Stochastic Processes", or W. Feller, "An Introduction to Probability Theory and its Applications".