Here's 2 amazing resources to learn Probability theory:

1. Introduction to Probability Theory (www.amazon.com)
   paid • book • series • by Paul Hoel, Sidney Port, Charles Stone • 1971

   This is a concise introductory textbook on probability. It presents axiomatic definitions of probability and probability spaces and covers main topics including random variables, discrete and continuous probability distributions, limit theorems, and generating functions. This book is perfect as a fast-paced introduction or as a quick reference to recall certain topics. There are also Volume 2 and Volume 3 , which cover statistics and stochastic processes respectively.

2. Probability, 3rd edition (link.springer.com)
   paid • book • series • by Albert Shiryaev • 2016

   Probability is a mathematical concept, and this book helps you see what it really is. The text is comprehensive and rigorous, with a focus on theory. The first volume starts with elementary probability and helps you build an intuition for key concepts. Then it presents probability axioms and develops the measure-theoretic foundations of probability theory. The second volume goes deeper into the theory of stochastic processes including martingales and Markov chains.