$\triangleq$

“Define as’’ or “Denote as’’

$I\left(A\right)$

Indicative function of set A

${\rm T}$

Vector or matrix transposition

$\xi =o\left(1\right)$

$\xi$ is infinitesimal

$\xi =O\left(1\right)$

$\xi$ is a bounded variable

${\xi }_n=o_P\left({\eta }_n\right)$

For any $\epsilon >0$ , $P\left(\Vert {\xi }_n\Vert \ge \epsilon \Vert {\eta }_n\Vert \right)\to 0$

${\xi }_n=O_P\left({\eta }_n\right)$

${\xi }_n/{\eta }_n$ is bounded in probability

$N\left(\mu \mathrm{,}\Sigma \right)$

Normal distribution with mean $\mu$ and covariance matrix $\Sigma$

$E(\cdot )$

Expectation

$\text{var}(\cdot )$

Variance

$\Vert \cdot \Vert$

${\mathcal{l}}_2$ norm