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Maybe the question will be closed since it's quite informal, however I just try it. Last time I started to suffer from the boundness of the latin alphabet: I need to make the name of the function clear and attractive but there are no so many letters.

For sets the solution comes from great letters, for operators - from using math styles like \mathcal or \mathsf.

Greek letters I usually use for measures/other characteristics of sets. The problem comes only about function, for which I usually just staring hopeless at my keyboard.

Any help/advise is appreciated. Maybe you can also refer me to some articles on common notation. If it helps, I am working with stochastic processes.

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    @IlmariKaronen: oh yeah. Some notation like $w,\omega$ and $v,\nu$ is perfect in pdf - but then I have$a$hard time to derive smth on the paper using this notation.2011-09-22

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Well, if using $\zeta$ and $\xi$ is considered to be OK (which is a nightmare for me, I know instances where authors use for example $\zeta^T\Gamma\xi$ ), I wouldn't mind seeing Cyrillic, Arabic, Persian, Hangul, Hebrew (e.g. cardinal numbers etc.) characters unless they symbolize an unambiguous object.

If you run out of latin characters quickly for, say vectors, matrices etc. I would say there must a better formulation style with less variable names. It usually stems from the insist on using the same type of notation throughout the book, thesis etc. It might be acceptable for some occasions but doing it just for the sake of consistency often does more harm than good.

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    Thanks - mostly for the advise to fix the formulation style, though it's not always possible.2011-09-22