I seem to have a penchant for picking books with amusing footnotes. Or maybe most math books have them and I’ve been remarkably unlucky. Here’s one from Random Fields and Geometry, by R.J. Adler and J.E. Taylor:
The use of comes from the prehistory of Gaussian processes, and probably stands for “time.” While the whole point of this book is to get away from the totally ordered structure of , the notation is too deeply entombed into the collective psyche of probabilists to change it now. Later on, however, when we move to manifolds as parameter spaces, we shall emphasize this by replacing by . Nevertheless, points in will still be denoted by . We hereby make the appropriate apologies to geometers.
It’s a good book so far, and may help me solve some pesky technical point in a new problem I’ve been working on. Hooray for new problems!