In this talk, I would like to give an introduction to our several previous studies aiming to understand better the following two issues: (a) thermalization of QCD matter produced in ultra-relativistic heavy-ion collisions at RHIC and the LHC; (b) partonic energy loss in QCD matter at the next-to-leading order. The talk will start with a discussion of thermalization of weakly-coupled dense systems of gluons in QCD and of strongly-coupled systems in supersymmetric gauge theory via AdS/CFT. Then, I will talk about the double logarithmic correction to radiative energy loss of high energy jets and our recent understanding of thermalization of mini-jet in QCD matter. A brief introduction to a future research proposal will be presented at the end.