In the year before his premature death in 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi (1954-2012) (audio) taped the lectures and took notes which he then wrote up in an almost verbatim manner conveying the substance and some of the atmosphere of the course. The Guidi Notes were available through MIT but only for a few years. Now this marvelous resource has become available on the Internet and can be downloaded here. Rota (along with Ken Baclawski) also wrote up a 1979 textbook, Introduction to Probability and Random Processes, which was only published in Italian with the English copy being used as course material at MIT. It has also been made available on the Internet and can be downloaded here.
Click here for a copy of the Guidi Notes on Rota’s Probability course.