The 
Standard
Some rules to follow
WORK IN PROGRESS
This is an opinionated standard.
Table of Symbols
Scalar, vectors, matrices and random variables:
$$ \begin{array}{lll} \hline \textbf{Symbol} & \textbf{Meaning} & \textbf{Style} \\ \hline a, b, c, \alpha, \beta, \gamma & \text{Scalar} & \text{roman or greek, lowercase, italic} \\ \vb{x}, \vb{y}, \vb{z}, \boldsymbol{\alpha}, \boldsymbol{\beta}, \boldsymbol{\gamma} & \text{Vector} & \text{roman or greek, lowercase, bold + upright if roman} \\ \vb{A}, \vb{B}, \vb{C}, \boldsymbol{\Gamma}, \boldsymbol{\Sigma}, \boldsymbol{\Phi} & \text{Matrix} & \text{roman or greek, uppercase, bold, upright} \\ X, Y, Z & \text{Random variable} & \text{roman, uppercase, italic} \\ \boldsymbol{X}, \boldsymbol{Y}, \boldsymbol{Z} & \text{Random vector} & \text{roman, uppercase, bold, italic} \\ \hline \end{array} $$General sets and special sets:
$$ \begin{array}{lll} \hline \textbf{Symbol} & \textbf{Meaning} & \textbf{Style} \\ \hline \mathcal{A}, \mathcal{B}, \mathcal{C} & \text{General set} & \text{roman, calligraphic} \\ \varnothing & \text{Empty set} & \text{empty set symbol} \\ \mathbb{Z} & \text{Set of integers} & \text{blackboard Z} \\ \mathbb{N} & \text{Set of natural numbers} & \text{blackboard N} \\ \mathbb{R} & \text{Set of real numbers} & \text{blackboard R} \\ \mathbb{C} & \text{Set of complex numbers} & \text{blackboard C} \\ \mathrm{V}, \mathrm{W} & \text{Vector space} & \text{upright V or W} \\ \Omega & \text{Sample space} & \text{uppercase omega} \\ \mathrm{A}, \mathrm{B}, \mathrm{C} & \text{Event} & \text{roman, uppercase, upright} \\ \hline \end{array} $$General and special functions, general and special operators:
$$ \begin{array}{lll} \hline \textbf{Symbol} & \textbf{Meaning} & \textbf{Style} \\ \hline f(\cdot), \mu(\cdot) & \text{General function} & \text{roman or greek, round brackets} \\ F[\cdot], \Delta[\cdot] & \text{General operator} & \text{roman or greek, square brakets} \\ \hline \end{array} $$