1. Cramer, H.: 1946, Mathematical Methods of Statistics, Princeton U.P., Princeton. This book supplies abundant material on mathematical methods for solving various problems dealing with probability distributions, in particular on the theory and utilization of characteristic functions.
2. Mayants, L. S.: 1973, Found. Phys.
3, 413. This paper contains the initial formulation of the definition of the random variable given here and also references to the author’s previous work, which substantiates the expedience of discarding the conventional definition.
3. Mayants, L. S.: 1977, Found. Phys.
7, 3. Here the reader will find the initial consideration of the joint probability density of functions of random variables.
4. van der Waerden, B. I.: 1957 (1st edn.) and 1971 (3rd edn.), Mathematische Statistik, Springer, Berlin. This book includes various examples of the utilization of the characteristic function for calculation purposes.