The LaTeX command for xi (ξ) is \xi. The capital form Ξ is \Xi.
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Write \xi inside math mode, that is between $…$ for inline math or in a \[ … \] or equation block for display math. It is part of core LaTeX math, so no extra package is required.
Greek letters work in math mode only: in running text write $\xi$, or load the textgreek package for upright text forms. With unicode-math under XeLaTeX or LuaLaTeX, typing ξ in a formula gives the same symbol.
$\xi \in \mathbb{R}$Open this example in the live preview: it renders as you type, with no compiler and no signup.
Lowercase Greek letters in LaTeX: the full table or search all 350+ LaTeX symbols.
Use \xi in math mode; it needs no extra package. For example, $\xi \in \mathbb{R}$.
None: \xi is built into LaTeX, so no extra package is required.