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Mar 21 at 17:21 comment added Iosif Pinelis I think its OK to write a blackboard-bold P and a blackboard-bold R when writing on a blackboard -- but not OK when TeX can be used, with all its different fonts.
Mar 21 at 17:18 comment added Iosif Pinelis @tsnao : I think this is a matter, not of a clash of notations, but of esthetics and of esthetical awareness. Isn't is just nicer when objects of the same kind are denoted similarly while objects of different kinds are denoted differently?
Mar 21 at 16:58 comment added tsnao @IosifPinelis, it's a matter of taste. Who am I to argue, but clash of notation is not a convincing argument for me since 1) it happens all over math and 2) there's absolutely zero chances of confusing the probability with complex numbers
Mar 21 at 16:31 comment added Iosif Pinelis @tsnao : Of course, this notation is common. Still, it should not be used.
Mar 21 at 12:54 comment added tsnao @Grigori, you will probably find what you're looking for if you Google total variation distance and its bounds. Moreover, there's some notation abuse going on in your suggested bound: the left-hand side doesn't depend on $\mathbf{z}$ or $\mathbf{v}$, but rather on their laws.
Mar 21 at 12:52 comment added tsnao @IosifPinelis, I think it's pretty common to use blackboard bold in this context... In fact, most of the books I've seen write it like this.
Mar 21 at 12:41 vote accept Grigori
Mar 21 at 12:40 comment added Iosif Pinelis Do not use $\Bbb P$ to denote the probability. Use $P$ or $\mathsf P$ or $\text{P}$ instead. The blackboard-bold font is reserved to denote sets such as $\Bbb R$, $\Bbb C$, etc.
Mar 21 at 12:33 answer added Iosif Pinelis timeline score: 1
S Mar 21 at 12:00 review First questions
Mar 21 at 12:42
S Mar 21 at 12:00 history asked Grigori CC BY-SA 4.0