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.

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

Linear Algebra https://www.amazon.com/Introduction-Linear-Algebra-Gilbert-S...

Convex Optimization https://www.amazon.com/Convex-Optimization-Corrections-2008-...

Linear Programming https://www.amazon.com/Introduction-Linear-Optimization-Scie...

Digital Signal Processing https://www.amazon.com/Understanding-Digital-Signal-Processi...

https://www.amazon.com/Discrete-Signal-Processing-Oppenheim-...