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I want to make index something like:

$\mathcal{P}$-vector\index{$\mathcal{p}$-vector}

but when indexed it comes before words started with 'A' instead of being after 'O' words.

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If you are using makeindex you can specify both the sorting string and the typeset version for the document. By default @ is the separator although it can be changed in the index style.

  \index{p-vector@$\mathcal{P}$-vector}
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thank you very much! –  Mohammad Apr 26 '12 at 12:23
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