I am looking for a good book to study probability. My advisor suggested the "Probability" by Leo Breiman. I am reading it now, it seems rather a dense book, so I would like to ask you guys advice on which book you guys often start with for Probability. 



Book for probability
I would definitely go for "Probability" by Jim Pitman. It is a very good book for learning Probability Theory, one of the best text books I have encountered in my studies.


