The group() function plotmath can be used to formalize a DWin response. The advantage of this solution (IMHO) is that it does not use strings as part of the expression. Instead, we use the ~ operator to add an interval (spaces are ignored).
plot(1:10, 1:10, type = "l", xlab = "Time t", ylab = "X", main=expression(Simulation ~ of ~ group("{", X[t], "}")))
The bgroup() function plotmath provides scalable delimiters, but it is used in the same way as the sample code above.
Edit (in response to run2 comment): The same approaches can be used in ggplot and lattice, using the power of plotmath, just like with basic graphics. For instance.
require(ggplot2) df <- data.frame(A = 1:10, B = 1:10) qplot(A, B, data = df, main = expression(Simulation ~ of ~ group("{", X[t], "}")))
source share