That's not just "reading material" ... it's a frigging 1000-page book! :-D
It all started with a 300 page reading notes, which, in my opinion, is pretty long already, but, boy, 1000 pages is a lot indeed :).
Easier to search than the videos.
Indicator RVs are introduced on p738 & used all over the book. But on p788, he proves Markov without mentioning indicators. Typically, you create an indicator for the (R>=x) event, compute its expected value & voila Markov! Somewhat atypical.
Are there companion solutions for the problem sets available anywhere?