Expectation, variance, covariance, etc. General integrals, including double integrals, will use some limit knowledge. Probability theory is not difficult, mainly because the formula is complex. If you are careful, you can learn well. Because it is very simple, you can always use the most difficult central limit theorem. The content of the high number is above, and the impact is not great. To learn the most basic knowledge of probability theory, you can refer to the book Probability Theory and Mathematical Statistics edited by Wang Songgui.