There are a large number of books that address probability theory at various levels of depth. Most of the material presented here comes from Rozanov (1977) and Baldi (2007)
- Rozanov, Y. A. (1977). Probability theory (R. A. Silverman, Ed.; English, p. ix+148). Dover Publications, Inc., New York.
- Baldi, P. (©2007). Calcolo delle probabilità / Paolo Baldi. In Calcolo delle probabilità. McGraw-Hill.