This is a note for myself as I review my notes on finite groups, Lie groups (both the classic infinite ones and the finite simple groups of Lie type), Lie algebras, and specifically the typography for them.
First, no one agrees completely, and everyone's conventions is slightly different. What I mean by this: although everyone agrees, e.g., that the An family of Lie algebras refers to the same thing, some people use serif font for the "A", others use bold, some italicize, others do not, etc.
I'm inclined to follow Robert Wilson's conventions from his book The Finite Simple Groups (2009).
Families of Groups
Families of Simple Lie groups: use upright, teletype font for the family and "math italics" for the subscript if it's a variable, e.g., $\mathtt{A}_{n}$, $\mathtt{B}_{5}$, $\mathtt{C}_{m}$, $\mathtt{D}_{n^{2}}$, $\mathtt{E}_{8}$
Exceptional Finite Simple Groups of Lie Type: don't treat the formatting as special, so, e.g., the Steinberg groups would be ${}^{2}A_{n}(q^{2})$, ${}^{2}D_{n}(q^{2})$, ${}^{2}E_{6}(q^{2})$, ${}^{3}D_{4}(q^{3})$.
Sporadic simple group: these should be made upright, e.g., the Suzuki group is $\mathrm{Suz}$, the Matthieu groups look like $\mathrm{M}_{11}$, the Conway groups $\mathrm{Co}_{1}$ and $\mathrm{Co}_{2}$, and so on. BUT the exception to this rule is that the Monster group is written $\mathbb{M}$ and the Baby Monster $\mathbb{B}$.
Alternating, Cyclic, Symmetric group. These are just written as $A_{n}$, $C_{n}$, or $S_{n}$. The dihedral group, too, is $D_{n}$.
Classical Lie Groups: Here there is a double standard. For classical Lie groups over the reals or complex numbers, we write something of the form $\mathrm{GL}(n, \mathbb{F})$, $\mathrm{SL}(n, \mathbb{F})$, $\mathrm{U}(n, \mathbb{F})$, $\mathrm{SU}(n, \mathbb{F})$, $\mathrm{O}(n, \mathbb{F})$, $\mathrm{SO}(n, \mathbb{F})$, $\mathrm{Sp}(n)=\mathrm{USp}(n)$ for the compact Symplectic group, $\mathrm{Sp}(2n,\mathbb{F})$ for the generic Symplectic group.
The finite groups corresponding to these guys are written a little differently in my notes: the $n$ parameter is pulled out as a subscript, because frequently we write $q$ instead of $\mathbb{F}_{q}$ for finite fields...and then looking at $\mathrm{SL}(8,9)$ is far more confusing than $\mathrm{SL}_{8}(9)$. Thus we have $\mathrm{GL}_{n}(q)$, and so on.
Projective classical groups: the projective classical groups are prefixed by a "P", not a blackboard bold $\mathbb{P}$. E.g., $\mathrm{PSL}_{2}(7)$. At present, the projective orthogonal group wikipedia page seems to agree with this convention.
Operations
For finite groups: the Atlas of finite groups seems to have set the standard conventions for finite groups, Wilson changes them slightly. We'll find $G = N{:}H$ for the semidirect product $G = N \rtimes H = H\ltimes N$. Also $A\mathop{{}^{\textstyle .}}\nolimits B = A{\,}^{\textstyle .} B$ for a non-split extension with quotient $B$ and normal subgroup $A$, but no subgroup $B$. And $A{.}B$ is an unspecified extension.
Lie algebras. Writing notes on paper, for a given Lie group $G$, I write $\mathrm{Lie}(G)$ as its Lie algebra. (It turns out to be a functor...neat!) If I have to write Fraktur by hand, I approximate it using Pappus's caligraphy tutorial.
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