FellerBook

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William Feller, An Introduction to Probability Theory and Its Applications, volumes 1 and 2. Wiley, 1968 (volume 1, 3rd edition); Wiley 1971 (volume 2, 2nd edition). QA273 F43 1968. The probability theory analog of Knuth's Art of Computer Programming: comprehensive, multiple volumes, every theoretical computer scientist of the right generation owns a copy. Volume 1, which covers discrete probability, is the most useful for computer science.