There are several competing interpretations of the actual "meaning" of probabilities. Frequentists view probability simply as a measure of the frequency of outcomes (the more conventional interpretation), while Bayesians treat probability more subjectively as a statistical procedure that endeavors to estimate parameters of an underlying distribution based on the observed distribution.
A properly normalized function that assigns a probability "density" to each possible outcome within some interval is called a probability density function (or probability distribution function), and its cumulative value (integral for a continuous distribution or sum for a discrete distribution) is called a distribution function (or cumulative distribution function).
A variate is defined as the set of all random variables that obey a given probabilistic law. It is common practice to denote a variate with a capital letter (most commonly X). The set of all values that X can take is then called the range, denoted R_X (Evans et al. 2000, p. 5). Specific elements in the range of X are called quantiles and denoted x, and the probability that a variate X assumes the element x is denoted P(X=x).