Material on complex random variables and exotic probabilities

[s00mb]

I am looking for books that have sections or even chapters devoted to complex random variables, or random variables that can take on complex values (NOT probabilities that are valued in the complex range, in this regard). On the other hand, if someone does know any books that contain material on exotic probabilities that would be neat too (in this case probability can be complex valued, greater than 1 or even negative). I got interested in this while brushing up on my complex analysis and reading a statistics book at the same time. Figured, why not try to combine the two in some way? I've seen other people have tried this, but most of the material I find are in physics papers and mostly are applied to quantum physics. If possible, I'd like to see more mathematical treatments of the topics. Thanks.

 

[Frabjous]

This wikipedia page has some refs
https://en.wikipedia.org/wiki/Complex_random_variable
It seems to be of use in signal processing.