Any book called Probability Theory can meet your needs. Note: Probability theory requires prior knowledge-mathematical analysis and advanced algebra. After learning probability theory, we should master the following knowledge: classical probability and probability space; Random variables and probability distribution; Random vector and its distribution; Mathematical expectation and variance characteristic function and probability limit theorem; Introduction to stochastic process (if you don't learn stochastic process in the future, you can learn it ~) If you really want to recommend it, you can consider: He Shuyuan, Probability Theory, Peking University Publishing House; Wang Rengong (commonly known as Xiao Huangshu), Introduction to Probability Theory, Peking University Publishing House; Li Xianping, Fundamentals of Probability Theory, Higher Education Press; If you just want to dabble in probability theory and look at mathematical statistics, there is a very good book: Ge Yubo, Probability Theory and Mathematical Statistics, Tsinghua University Publishing House; According to my feedback from reading this book, it is very suitable for students who study advanced mathematics and linear generation to learn probability theory and mathematical statistics. The book is very thin, and many complicated proofs and calculations are deleted, but the main lines of probability theory and mathematical statistics are retained.