I am trying to write a set definition like the picture below in latex:
How can I make such a clean set definition?
I am trying to write a set definition like the picture below in latex:
How can I make such a clean set definition?
You want \left\{...\middle|...\right\}; with alignedat you can set the conditions.
However, you also want to simplify your input to avoid errors.
\documentclass{article}
\usepackage{amsmath,amssymb,bm}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\bQ}{\mathbb{Q}}
\newcommand{\bR}{\mathbb{R}}
\newcommand{\cP}{\mathcal{P}}
\newcommand{\cZ}{\mathcal{Z}}
\newcommand{\vv}[1]{\ifcat#1\relax\bm{#1}\else\mathbf{#1}\fi}
\newcommand{\barvv}[1]{\bar{\vv{#1}}}
\begin{document}
[
\bar{\bF}=
\left{
\bQ \in \cP_{0}(\bR^{M}\times\bR^{I})
;\middle|;
\begin{alignedat}{2}
& (\barvv{z},\barvv{v})\sim\bQ \
& \bE_{\bQ}(\barvv{z} \mid \bar{\vv{v}}\in\Omega_{l})=\vv{\mu}{l},{}
&& \forall l \in [L] \
& \bE{\bQ}((\bar{z}{jl}-\mu{jl})^{2} \mid \barvv{v}\in\Omega_{l})\le\sigma_{jl}^2,{}
&& \forall l \in [L], j \in [M] \
& \bQ(\barvv{v}\in\Omega_{l})=p_l,{}
&& \forall l \in [L] \
& \bQ(\barvv{z}\in\cZ_{l} \mid \barvv{v}\in\Omega_{l})=1,
&& \forall l \in [L]
\end{alignedat}
\right}
]
\end{document}
However, your readers will be happier if you do in the following way:
\documentclass{article}
\usepackage{amsmath,amssymb,bm}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\bQ}{\mathbb{Q}}
\newcommand{\bR}{\mathbb{R}}
\newcommand{\cP}{\mathcal{P}}
\newcommand{\cZ}{\mathcal{Z}}
\newcommand{\vv}[1]{\ifcat#1\relax\bm{#1}\else\mathbf{#1}\fi}
\newcommand{\barvv}[1]{\bar{\vv{#1}}}
\begin{document}
Let $\bar{\bF}$ be the set of all snarfs $\bQ \in \cP_{0}(\bR^{M}\times\bR^{I})$
such that
\begin{alignat}{2}
& (\barvv{z},\barvv{v})\sim\bQ \
& \bE_{\bQ}(\barvv{z} \mid \bar{\vv{v}}\in\Omega_{l})=\vv{\mu}{l},{}
&\quad& \forall l \in [L] \
& \bE{\bQ}((\bar{z}{jl}-\mu{jl})^{2} \mid \barvv{v}\in\Omega_{l})\le\sigma_{jl}^2,{}
&\quad& \forall l \in [L], j \in [M] \
& \bQ(\barvv{v}\in\Omega_{l})=p_l,{}
&\quad& \forall l \in [L] \
& \bQ(\barvv{z}\in\cZ_{l} \mid \barvv{v}\in\Omega_{l})=1,
&\quad& \forall l \in [L]
\end{alignat}
\end{document}
Replace snarfs with the appropriate name. ;-)