Dear Physics Forums Community, I am reading "Theory of Probability and Random Process" by Koralov L.B. and Sinai Y.G. and am having a hard time trying to understand the notation shown below (page 10). In particular, what does ω:ε(w)=x mean below the second summation? And how the authors could convert the single summation into that double one? In this link, there is an image showing the notation employed by the authors: i47.tinypic.com/jh8piq.png As I am a new user, I cannot post links yet, so it will be greatly appreciated if you can check it manually. Thank you very much for your time and consideration, and for any comments you could give me. Ricardo.