The greek letter closest to representing the latin letter e is epsilon (ɛ). In math's, epsilon is mainly used to represent very small positive numbers (e.g. when working with proofs), and used as the Levi-Civita symbol (a.k.a. the permutation symbol, used in tensor calculus, sometimes uses upper epsilon E, instead of lower epsilon ɛ). It is also often used in statistics and numerical analysis to represent errors.
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Density is the lower case greek letter rho.
The symbol for representing the period of a wave is the greek letter lambda (λ).
Actually, the number was discovered and then a symbol had to be assigned to it. Letters of the Greek alphabet are traditionally used for mathematical things, to the symbol for pi was naturally chosen from the Greek alphabet.
It is called delta, the capital Greek letter, Δ, and it symbolizes change in.
Mathematician Rudolph Swetchefriz{Added} The symbol is not "for" pi but is pi - one of the letters of the Greek alphabet.