TITLE: Which letters to use as index in sequences?
QUESTION [5 upvotes]: Usually the latin letters $i,j,k,l,m,n$ are used as indexes in sequences or sets with $k$ elements ($A = \{ a_1,...,a_k \} $). But when we already used all these letters is there any recommendation? Are there any greek letters that are commonly used with the same purpose?

REPLY [5 votes]: Commonly I use the following letters as indices:
$$\text{Discrete}: i,j,k,l,m,n,p,q,r,s\\
\text{Continuous}: \alpha, \beta, t, \epsilon$$
And these as sizes of discrete sets:
$$K,l,L,m,M,n,N,P,Q,r,R,s,S$$
That's of course opinion based, but these are my favorites and $m,n$ only when not in use as an index.
$r,s$ occur as sizes mostly in numerical context (quadrature formulas / interpolation degree) and $l$ mostly as the "level" of recursion or iteration in an algorithm.