A capital Greek letter Xi commonly used to denote random variables, special functions, or mathematical objects in probability theory.
Examples
Random variable in probability theory
P(\Xi = k) = \frac{1}{n} \text{ for } k = 1,2,\ldots,n
Set of states in dynamical systems
\Xi = \{\xi_1, \xi_2, \ldots, \xi_n\}
Matrix notation in linear algebra
\Xi = \begin{pmatrix} \xi_{11} & \xi_{12} \\ \xi_{21} & \xi_{22} \end{pmatrix}