Subscript in expected value notation [duplicate]

I am a bit confused about the terminology when using subscripts in expectations and probabilities. I was reading about the reparameterization trick from the following link:

Where i stumbled upon the following:

$$\begin{array}{l}{\boldsymbol{\epsilon} \sim p(\boldsymbol{\epsilon})} \\ {\mathbf{z}=g_{\boldsymbol{\theta}}(\boldsymbol{\epsilon}, \mathbf{x})}\end{array}$$ $$\nabla_{\theta} \mathbb{E}_{p_{\theta}(\mathbf{z})}\left[f\left(\mathbf{z}^{(i)}\right)\right]=\nabla_{\theta} \mathbb{E}_{p(\epsilon)}\left[f\left(g_{\theta}\left(\epsilon, \mathbf{x}^{(i)}\right)\right)\right]$$

What do the subscripts of the expectations mean here? And also the subscripts of the probabilities, I can't really see how $$p_\theta(\mathbf{z})=p(\epsilon)$$ given the above, but I think it's because i don't fully understand the subscripts. Where can I find the terminology of these subscripts? Any links or useful books that introduce them?

Thanks for the help!

This $$\mathbb{E}_{p_{\theta}(\mathbf{z})}\left[f\left(\mathbf{z}^{(i)}\right)\right]= \mathbb{E}_{p(\epsilon)}\left[f\left(g_{\theta}\left(\epsilon, \mathbf{x}^{(i)}\right)\right)\right]$$ is called the law of the unconscious statistician (LOTUS). Notice in the second line how you're applying $$g_{\theta}$$ to epsilons. You can either take the expectation with respect to either density. You will get the same expected value.