I just recently learned that it is good style to write constants like Euler's number $\mathrm e$ and also functions and operators in roman letters while reserving italic letters for variables. Example: $\mathrm f(x)=x^2$.
However, I wonder what applies to random variables. Technically, they are functions and thus should be written in roman letters. But we often treat and wright them down as variables, e.g. $\mathbb P(X=k)=\dots$
I can hardly imagine that the right way is to switch the notation, depending on how they are used. But what is the correct way then?