I have a problem concerning the normal distribution and multivariate normal distribution. Is there an entire textbook that focuses on these distributions?
There is "The Handbook of the Normal Distribution" by J.K. Patel & C.B. Read (1982) which is a focused reference for the Normal distribution. The book mainly focus on the univariate case, but has a chapter dedicated to the bivariate case.
For the multivariate case, Y. L. Tong (1990), "The Multivariate Normal Distribution".