This chapter focuses on the perspective of continuous random variable theory. However, it is more intuitive to introduce some of the fundamental concepts with reference to discrete random variables. Some probability distributions useful in signal processing are introduced to illustrate the application of the theory. The term "random variable" is somewhat of a misnomer in probability and statistics, because there is actually nothing random about a random variable. When a series of radar returns are modelled in the complex domain, it is necessary to not only consider the univariate marginal distribution of the clutter in the intensity domain, but to also account for correlations in the time series of returns. Much research has been devoted to the validation of such a model for radar clutter modelling, and it has been found that the complex nature of maritime clutter can be represented as a spherically invariant random process (SIRP).