For any topic related to matrices. This includes: systems of linear equations, eigenvalues and eigenvectors (diagonalization, triangularization), determinant, trace, characteristic polynomial, adjugate, transpose, Jordan normal form, matrix algorithms (e.g. LU, Gauss elimination, SVD, QR), ...
Let $X_1,\dots,X_n\sim N(0,\Sigma)$ be a multivariate normal, with sample covariance $\hat\Sigma$. Of course the diagonals of this matrix are chi-square distributed and there exist tail bounds for how ...