Looks like you need to know a tiny little bit about manifolds, measure theory/probability theory, topology and more importantly have the requisite "math maturity".
For very easy intro to manifolds and measure you could probably take a look into [0] A Visual Introduction to Differential Forms and Calculus on Manifolds by Fortney and [1] The Lebesgue Integral for Undergraduates by Johnston.
For very easy intro to manifolds and measure you could probably take a look into [0] A Visual Introduction to Differential Forms and Calculus on Manifolds by Fortney and [1] The Lebesgue Integral for Undergraduates by Johnston.
[0] https://www.amazon.com/Visual-Introduction-Differential-Calc...
[1] https://www.amazon.com/Lebesgue-Integral-Undergraduates-MAA-...