Stochastic Processes: Theory for Applications, Robert G. Gallager, Cambridge University Press, 1st ed., 2013.
High-Dimensional Probability: An Introduction with Applications in Data Science (pdf), Roman Vershynin, 1st ed. Course Plan section numbers refer to this edition.
Understanding Machine Learning: From Theory to Algorithms (pdf), Shai Shalev-Shwartz and Shai Ben-David, Cambridge University Press, 2014.
EE 178 Lecture Notes by Prof. David Tse (Basic Probability)
EE 178 Lecture Notes by Prof. Abbas El Gamal