I've a good background in basic probability. I need to learn and get a good grip on the probability distributions and stochastic processes, counting processes, and other related topics.

I am already familiar with the basics of distributions like Binomial, Poisson, Normal etc.

I have started studying from the book by Sheldon Ross. But honestly, I am finding it as a too-much-details-but-no-examples kind of book. It complicates concepts more than necessary. I am looking for a better book for beginners, if there is any.

Also it would be great if I can learn from any video lectures available online. I find it easier and faster to learn that way. The MIT OCW lectures do not cover all the topics I am looking for.

Please suggest good books/lectures.


closed as off-topic by Lucia, Noah Stein, Andrey Rekalo, Bjørn Kjos-Hanssen, Chris Godsil Mar 20 '14 at 19:24

This question appears to be off-topic. The users who voted to close gave this specific reason:

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    $\begingroup$ Try 'A First Look at Rigorous Probability Theory' by Jeffrey Rosenthal. You'll have to buy the book, but the answers to odd-numbered questions are available on-line. $\endgroup$ – Alex Mar 20 '14 at 16:18
  • $\begingroup$ On hold! Where should I ask such questions? Which site of StackExchange? $\endgroup$ – Pale Blue Dot Mar 22 '14 at 11:22
  • $\begingroup$ Try going through avaiable answers + MathStackExchange $\endgroup$ – Alex Mar 24 '14 at 9:29