What does "$\mathcal M_{\mathcal E}$ a set of probability over $\mathcal E$" means?

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Let $\mathcal E=\{\pm e_j\mid j\in \{1,...,d\}\}$ where $e_j\in\mathbb Z^d$ is such that $e_j=(0,...,0,1,0,...,0)$ where the $1$ is at the $j-$th position. In an article, it's written : " Let $\mathcal M_{\mathcal E}$ the set of probability measures on $\mathcal E$, i.e. vectors with $2d$ non negative-entries with sum up to 1".

I don't really understand what it mean... is it vectors of the form $(x_1,...,x_d,...x_{2d})$ s.t. $\sum_{i=1}^{2d}x_i=1$ ?

I tried to understand with $d=2$. So I have $\mathcal E=\{(1,0),(0,1),(-1,0),(0,-1)\}$. What would be $\mathcal M_{\mathcal E}$ ?

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There's no actual measure theory in this discrete probability question- the author is really needlessly complicating things.

I don't really understand what it mean... is it vectors of the form (x1,...,xd,...x2d) s.t. ∑2di=1xi=1 ?

Yes, although the probabilities also have to be nonnegative.

I tried to understand with d=2. So I have E={(1,0),(0,1),(−1,0),(0,−1)}. What would be ME ?

For $d=2$,

$M_{E}=\left\{ x \in R^{4} | \; x_{1}+x_{2}+x_{3}+x_{4}=1, x\geq 0 \right\}$