A good, comprehensive reference for probability and random processes is the following book:
- Grimmett, G. and Stirzaker, D. (2009). Probability and random processes. 3rd ed. Oxford: Oxford Univ. Press.
An easy introduction to Bayes' theorem and Bayesian statistics is the following:
- Kurt, W. (2019).Bayesian statistics the fun way. San Francisco, CA: No Starch Press, Inc.