Stochastic systems are described using multivariate distributions. Example: Random variables are capital leters e.g. $X, Y$ Deterministic variables are small letters e.g. $x, y$ Parameters are lowercase greek letters e.g. $\theta$ Vectorized variables are lowercase bold letters e.g. $\mathbb{x}$ Matrices are uppercase bold letters e.g. $\mathbb{X}$ Parameter vectors are capital greek letters e.g. $\Theta$