A capital Greek sigma symbol commonly used to represent summations, covariance matrices, and alphabetic variables in mathematics.
Examples
Summation over a finite set
\Sigma_{i=1}^n x_i = x_1 + x_2 + \cdots + x_n
Covariance matrix notation in statistics
\Sigma = \begin{pmatrix} \sigma_1^2 & \sigma_{12} \\ \sigma_{21} & \sigma_2^2 \end{pmatrix}
Alphabet notation in formal languages
\text{Let } \Sigma = \{0,1\} \text{ be a binary alphabet}