Books on Probability Theory

I briefly want to point to some (online) books on probability theory. There are a few good ones available online, like the book of of Robert Ash entitled Basic Probability Theory or some books by Robert Gray, e.g. Probability, Random Processes, and Ergodic Properties or Introduction to Statistical Signal Processing. However, when going for printed copies, one may look at books authored by Geoffrey Grimmett, especially Probability and Random Processes. The latter illustrates the right level of probability theory needed in most of the research fields in computer science in a comprehensive and understandable way. A strong feature of this book is its large collection of exercises (there is even a second book dedicated to exercises only, which is more helpful to the learner as it contains also the solutions to each exercise posed in that book) and good examples ilustrating the most important theorems.