  Bulk fluctuations of conserved charges measured by event-by-event analysis in
relativistic heavy ion collisions are observables which are believed to carry
significant amount of information on the hot medium created by the collisions.
Active studies have been done recently experimentally, theoretically, and on
the lattice. In particular, non-Gaussianity of the fluctuations has acquired
much attention recently. In this review, we give a pedagogical introduction to
these issues, and survey recent developments in this field of research.
Starting from the definition of cumulants, basic concepts in fluctuation
physics, such as thermal fluctuations in statistical mechanics and time
evolution of fluctuations in diffusive systems, are described. Phenomena which
are expected to occur in finite temperature and/or density QCD matter and their
measurement by event-by-event analyses are also elucidated.
