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I've heard that much of probability theory can be thought of in terms of linear algebra (e.g. as this answer explains). Are there any good books that teach probability through a linear algebra perspective?

For context, I'm finishing up a pure math linear algebra course (and reading Axler's LADR). Afterwards, I'm really interested in using this knowledge to re-learn probability from a linear algebra perspective (especially since my probability course was pretty spotty).

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    Linear algebra is a basic knowledge "of the language", which is used almost everywhere. I don't think it is so special for probability. – Dietrich Burde Mar 31 '16 at 15:28
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    That answer does not show that "much of probability theory can be thought of in terms of linear algebra", as far as I can see. It's talking about a few topics that are much more specialized than "much of probability theory". – David C. Ullrich Mar 31 '16 at 15:46
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    I agree with the above two commenters. The answer is referring to multivariate problems in statistics, which hardly encompasses the majority of probability theory. Linear algebra is just a language adequate/suited for any discussion of multi-dimensional (finite-dimensional) phenomena, which really doesn't constitute the bulk of interesting probability theory. If you want to understand probability theory better, what you need to do is learn measure theory. – Chill2Macht Apr 01 '16 at 14:49
  • This seems to be a fabulous text Linear Algebra with Probability – Shubham_geo Jan 19 '21 at 12:19

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