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What is the meaning of big-O of a random variable?

I encountered this problem in a book "Pattern Recognition and Machine Learning" by Christopher M. Bishop. I excerpt it below: screenshot of the book In the excerpt, the big-O notation $O(\xi^...
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Finding a square integrable dominating function for function class

problem statement For any $x \in R^d$, consider the function $$\phi(x,a) = \min_{1\leq j \leq k} \|x-a_j\|^2,$$ where $a = (a_1, \dots, a_k) \in R^{kd}$ and $\| \cdot \|$ is the $L_p$ norm for any $p ...