Acho que seria bom uma conversa com um probabilista A principio, recomendaria esses dois: 1 - A First Look at Rigorous Probability Theory Jeffrey S. Rosenthal 2 - Probability, Albert N. Shiryaev No final do primeiro, há a seguinte recomendação, classificada em undergraduate and graduate levels: Undergraduate-level probability. W. Feller (1968), An introduction to probability theory and its applications, Vol. I (3 r d ed.). Wiley & Sons, New York. G.R. Grimmett and D.R. Stirzaker (1992), Probability and random processes (2 nd ed.). Oxford University Press. D.G. Kelly (1994), Introduction to probability. Macmillan Publishing Co., New York. J. Pitman (1993), Probability. Springer-Verlag, New York. S. Ross (1994), A first course in probability (4 t h ed.). Macmillan Publishing Co., New York.R.L. Scheaffer (1995), Introduction to probability and its applications (2 n d ed.). Duxbury Press, New York. Graduate-level probability. P. Billingsley (1995), Probability and measure (3 r d ed.). John Wiley & Sons, New York. L. Breiman (1992), Probability. SIAM, Philadelphia. K.L. Chung (1974), A course in probability theory (2 nd ed.). Academic Press, New York. R.M. Dudley (1989), Real analysis and probability. Wadsworth, Pacific Grove, CA. R. Durrett (1996), Probability: Theory and examples (2 nd ed.). Duxbury Press, New York. W. Feller (1971), An introduction to probability theory and its applications, Vol. II (2 nd ed.). Wiley & Sons, New York. B. Fristedt and L. Gray (1997), A modern approach to probability theory. Birkhauser, Boston. J.C. Taylor (1997), An introduction to measure and probability. Springer, New York. D. Williams (1991), Probability with martingales. Cambridge University Press.