Introduces key statistical concepts like probability, random variables, and correlation, with examples and explanations.
Covers random vectors, joint probability density, independent random variables, functions of two random variables, and Gaussian random variables.
Explores the Eigenstate Thermalization Hypothesis in quantum systems, emphasizing the random matrix theory and the behavior of observables in thermal equilibrium.
Covers the Central Limit Theorem and its application to random variables, proving convergence to a normal distribution.
