What does the double-lined capital $\mathbb{E}$ (not the sigma) stand for?

Question

I've encountered this symbol that looks like a capital $\mathbb{E}$ (with double vertical lines), which I am not familiar with, and I have no idea what to search for to find what it means, so apologies if it is something trivial.

The context in which it is written is as follows:

$R=\sum^\mathcal{T}_{t=1}\lambda^{t-1}\mathbb{E}[r^t]$

What does the $\mathbb{E}$ stand for?

Update Some more context:

$\mathcal{T}$ is the set of timeslots over which something is happening. $t\in\mathcal{T}$ (i.e. each timeslot). $\lambda$ is a discount factor raised to the timeslot its related to. $r^t$ is a reward collected at time $t$, and $R$ is supposedly calculating the total discounted reward over all timeslots in $\mathcal{T}$.

I haven't got much more information (trying to understand this thing myself).

Please some more context. At least, what these $R,t,\mathcal T,\lambda,r$ are? Is there some probability around? — Berci, Feb 14 '13 at 15:07
I've seen $\mathbb{E}$ used to denote Euclidean Space, but not sure if that's what's meant here. — amWhy, Feb 14 '13 at 15:08
It could also mean the Expected value if used in probability and statistics context — Paresh, Feb 14 '13 at 15:11

score 10 · Accepted Answer · answered Feb 14 '13 at 15:10

10

The $\Bbb{E}$ means either Euclidean space, the expected value of a random variable, or a field in a tower of fields. This is from wikipedia. In your context it seems most likely to be the expected value of a random variable.

answered Feb 14 '13 at 15:10

guest196883

6,049

Thanks for pointing me to the right direction on wiki. Yes it seems that it is the expected value of a random variable. – jbx Feb 14 '13 at 15:19

score 3 · Answer 2 · answered Feb 14 '13 at 15:16

3

The font is the blackboard font. In the context you show, it is likely to be the expectation operator (integral) of probability.

answered Feb 14 '13 at 15:16

ncmathsadist

49,383

Yes thanks a lot for your answer. It seems so. – jbx Feb 14 '13 at 15:19

What does the double-lined capital $\mathbb{E}$ (not the sigma) stand for?

2 Answers2