Implied meaning of lower case latin letters $p$, $q$, $u$ etc. in probability? Are there any generalizations that should be assumed for (lower case) $p$, $q$ and $u$ in probability theory? For example, $q$ is often assumed to signify, in relation to $p$, that
$$
q=1-p.
$$
Is there a standard implied meaning/relation that should be made (unless stated otherwise) when encountering these lower case letters and and if so, what are the most common ones and their meaning/relation in a probabilistic setting? 
EDIT: To clarify my question, I am interested in the implied meaning and/or relation of the lower case letters from the modern Latin alphabet such as $u$, not general notation practices with Greek symbols etc, in probability theory.

In general, one should not rely on notation to be common across the literature, but nonetheless conventions exist. Here are a few that I am aware of:
General


*

*$i,j,n,m,k,l \in \mathbb{N}$ indices


Probabilistic Setting


*

*$\mu = \mathbb{E}[X]$: mean of a random variable $X$

*$\sigma = \text{Var}[X]$: variance of a random variable $X$

*$\Sigma = \text{Cov}(X)$: covariance matrix of a multivariate random variable $X$

*$\rho = \text{corr}(X,Y)$: correlation

*$r$: sample Pearson correlation coefficient

*$\theta$: parameter of a distribution

*$p$: probability mass function or probability density

*$f$: probability density

*$F$: cumulative density function

*$\phi$: characteristic function


Note: The letter $i$ is a good example of notation being used in different settings. It is often used to denote indices, but in a probabilistic setting in particular when using characteristic functions it refers to the imaginary unit.
