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It is my first question here, I hope it is not too stupid...

I am writing my thesis in math and I need a lot of subscripts and superscripts. My problem arises since in subscripts and superscripts numbers and capital letters are too big to appear with a small letter.

For instance, I have to write things like $c_{1}$ or $q_{A*}$ (I know it is not that nice having both A and \*, but the function is called $q_{A}$ and the operation _{*} has a precise meaning). And it is not that nice.

Then I started using \scriptscriptstyle when I have capital letters or numbers (for instance c_{{\scriptscriptstyle 1}}. And finally I noticed that several times I have to subscribe things like _{2g} or _{k+1} and there numbers come back to their original size.

Hence I was wondering whether there is a standard way or etiquette to deal with this issue (since now I feel either I go back to standard style or I start writing things like u_{{\scriptscriptstyle 2}g}...)

$Hom_{0}(X)$ or $Hom_{\scriptscriptstyle 0}(X)$?
But then I have also $Hom_{2g-1}(X)$...
Then also $c_{1}$ or $c_{\scriptscriptstyle 1}$ 
Mixed things like $k^{2g-2p+s}$ or $(u_{{\scriptscriptstyle 1}},\ldots,u_{g}, \tilde{u}_{{\scriptscriptstyle 1}}=u_{g+1}, \ldots , \tilde{u}_{g}=u_{2g})$
Also $\omega_{E}$ is quite annoying.
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Welcome to TeX.SX! A tip: If you indent lines by 4 spaces or enclose words in backticks `, they'll be marked as code, as can be seen in my edit. You can also highlight the code and click the "code" button (with "{}" on it). – Christian Hupfer Apr 26 '14 at 9:09
Thanks! I had seen it in other posts but I didn't know how to do... – Stefano Apr 26 '14 at 9:10
You can have a look at our starter guide to familiarize yourself further with our format. – Christian Hupfer Apr 26 '14 at 9:12
Related: tex.stackexchange.com/questions/166010/…; see also the subdepth package. – egreg Apr 26 '14 at 9:33
You don't want $\operatorname{Hom}_{\scriptscriptstyle 0}(X)$, really; I'm referring to the subscript (Hom should be upright). There's no reason for reducing the size. I use $\{v_1,\dots,v_n\}$ all the time, it's just right as it is. – egreg Apr 26 '14 at 21:06

You should follow the standard. The size changes were chosen by Knuth and later people to conform to printing standards, and look nice in general.

When I give advice to the PhD students here, I generally tell them to avoid indexes as far as possible. We generally point to Nicolas Higham's "Mathematical writing" for advice.

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