we couldof courseuse any notation we wantdo not laugh at notationsinvent themthey are powerful in factmathematics isto large extentinvention of better notations richard feynman we have tried to use notation system that isin order of importancesimpledescriptiveconsistentand compatible with historical choices achieving all of these goals all of the time would be impossiblebut we hope that our notation helps to quickly recognize the type or "flavorof certain mathematical objects (vectorsmatricesrandom vectorsprobability measuresetc and clarify intricate ideas we make use of various typographical aidsand it will be beneficial for the reader to be aware of some of these boldface font is used to indicate composite objectssuch as column vectors [ xn ]and matrices [xi note also the difference between the upright bold font for matrices and the slanted bold font for vectors random variables are generally specified with upper case roman letters xyz and their outcomes with lower case letters xyz random vectors are thus denoted in upper case slanted bold fontx [ xn ]sets of vectors are generally written in calligraphic fontsuch as xbut the set of real numbers uses the common blackboard bold font expectation and probability also use the latter font probability distributions use sans serif fontsuch as bin and gamma exceptions to this rule are the "standardnotations and for the normal and uniform distributions we often omit brackets when it is clear what the argument is of function or operator for examplewe prefer ex to [ xvii