This is a time consuming question to answer properly.

Most books on mathematical statistics will have something to say about it.

And a book I particularly like: The Algebra of Random Variables by M.D. Springer (most university libraries should have it).

I also suggest doing a Google search to find things like http://www.cs.unm.edu/~williams/cs530/gst2.pdf

And of course if you search the Advanced Probability and Statistics subforum at MHF you will find plenty of examples that use a variety of techniques.