<p>I have an old probability textbook, "Elementary probability theory with stochastic processes" by Chung Kai Lai, that I'm studying over the holiday break.</p>
<p>I'm telling myself to study it as I studied calculus. That is, read it slowly, do the examples as they come, and then doing the exercises.</p>
<p>But, man! This is some really hard stuff.</p>
<p>Any tips on studying probability theory?</p>