Anything that would help build a strong probability theory background.

Assuming you have some freshman-college math literacy, here are a few great introductory books to Probability theory:

    Introduction To Probability by D. Bertsekas & J. Tsitsiklis

https://www.amazon.com/Introduction-Probability-2nd-Dimitri-...

    Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance  by K. L. Chung & F. AitSahlia 

https://www.amazon.com/Elementary-Probability-Theory-Introdu...

    An Introduction to Probability Theory and Its Applications Vol. 1 by W. Feller

https://www.amazon.com/Introduction-Probability-Theory-Appli...

I'm sure there are some great video lectures on the subject as well, but unfortunately I can't point you to any relevant material since textbooks is what I used when I was in college. But if I had to guess, the latest relevant MIT OCW course that has video lectures available would be sufficient.

Thanks for the recommendation! When you say "Feller", do you mean this book? [1]

I'm already looking forward to it.

[1]: https://www.amazon.com/Introduction-Probability-Theory-Appli...

Feller's two volume classic [1] has plenty of motivation - his exposition of combinatorics at the beginning of the first volume is a great introduction to that subject! However, it wasn't written with algorithms in mind.

Venkatesh's more recent volume [2] is very well motivated and is better suited to modern engineering applications. Both have lots of exercises.

[1] https://www.amazon.com/Introduction-Probability-Theory-Appli...

[2] https://www.amazon.com/Theory-Probability-Explorations-Appli...