Symbol	Description
$\mathbb{R}$	The set of real numbers
$\mathbb{N}$	The set of natural numbers
${\mathbb{N}}^n$	The set $\left\{1,\dots ,n\right\}$, $n\in \mathbb{N}$
X	Random variable
$\mathcal{X}$	Alphabet for the random variable X
$X^n$	Sequence of $n\in \mathbb{N}$ random variables $(X_1,\dots ,X_n)$
$x^n$	Sequence of $n\in \mathbb{N}$ random variable realizations, where $x^n\in {\mathcal{X}}^n$
${\mathcal{X}}^n$	${\times }_{k=1}^n{\mathcal{X}}_k$, with ${\mathcal{X}}_k=\mathcal{X}$
$X⫫Y$	For independent random variables, $X,Y$
$X-Y-Z$	When the random variables $X,Y,Z$ form a Markov chain in that order
	i.e., when $P(X,Z|Y)=P(X|Y)P(Z|Y)$
${X|}_W-Y{{|}_W-Z|}_W$	If the Markov chain is conditioned upon W