  In this review, we systematically examine the principles and the practices of
fluctuations such as the momentum and the charge fluctuations as applied to the
heavy ion collisions. Main emphases are: (i) Fluctuations as signals of phase
transition (ii) Relationship between correlation functions and fluctuations
(iii) Qualitative difference between fluctuations in small systems and large
systems. Whenever available, theoretical results are compared with data from
RHIC and SPS.
