That indeed is the book, just to set expectations its an old style book. I don't recall any diagrams. You may find an online copy in the usual places to check it out before you buy.
No worries, I'm carefully weighting each purchase, especially when it's one third of my monthly budget (greetings from Europe!).
It seems to me that it's considered a classic, although I've never heard of it (probably due to my ignorance). Do you have any more such nice recommendations up your sleeve? Don't limit yourself to probability, I'm looking for some reading for the summer :-D
You can try "All of Statistics" its a concise but useful and modern take on statistics. For a different approach I quite like Allen Downey's ".. for the Hacker" series. For stochastic processes Parzen's "Stochastic Processes" is a nice and approachable read. If you want to go down the rabbit hole I would recommend graycat's comment stream here on HN. Time to time he posts about books to read.
You said you are familiar with linear algebra. The logical next stop could be Hilbert spaces. It looks at functions as vectors and analyzes their properties using linear algebraic tools that work even in infinite dimensional spaces. This sees quite a heavy use in traditional machine learning. Before diving into Hilbert spaces proper, you could revisit linear algebra in Halmos' "Vector Spaces" there he pretends to teach you linear algebra but actually teaches you about Hilbert spaces -- in other words, teaches you linear algebra but without the restriction of finite dimensionality.
And you are right, books are so damn expensive. India is somewhat better in the sense that we have 'low price editions' same content but printed in lower quality paper, not the prettiest things, but very student friendly. Note these are legit printings, not pirated copies.
