Good books on probability and stochastic processes

Hi,

Can anyone recommend any good books on probability and stochastic processes? Introductory to intermediate level.

Thanks

 

Understanding Statistics - Graham Upton & Ian Cook, Oxford University Press 1996 ISBN 9780199143917

 

If you happen to have Matlab, I'd recommend this one, lots of code examples and programming exercises:

Intuitive Probability and Random Processes using MATLAB

http://www.amazon.com/Intuitive-Probability-Random-Processes-MATLAB/dp/0387241574

 

http://www.amazon.com/The-Mathematics-Poker-Bill-Chen/dp/1886070253

and play around with python scipy/numpy and R