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I want to draw a 2D probability density map diagrammatic sketch using tikz.

image link

However, I can not find similar example online. Is it possible to draw similar figures using tikz? Thanks!

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You can use the pgfplots package to easily produce such plots in tikz:

\documentclass{book}
\usepackage{pgfplots}

\begin{document}

\begin{tikzpicture} 
\begin{axis}[view={0}{90}]
    \addplot3 [surf] {exp(-sqrt(x^2 + y^2))};
\end{axis}
\end{tikzpicture}

\end{document}

enter image description here

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