(High-Dimensional) Convex Geometry
The link to the report in PDF is this.
It is highly recommended that the reader have some understanding of measure theory and probability theory before reading.
Sections 4 onwards assume a knowledge of discrete Markov chains (a more general theory of Markov chains is required from section 4.4 onwards, but we give the necessary definitions). A wonderful introduction to both of these is (the first few sections of)
Markov Chains and Mixing Times by Levin, Peres, and Wilmer.
Sections 5.2 onwards require a basic knowledge of martingale theory and stochastic calculus, a brief overview of which can be found
here. A far better reference for martingale theory is
Probability with Martingales by David Williams.
I primarily referred to
and many referenced papers from section 4.3 onwards.