what does U mean? And that upside down?

This is set notation.  ∪ means union,  ∩ means intersection.

For example:  A ∪ B means everything in A and B;   A ∩ B means the things that are common to A and B.

This website will provide some helpful details: 
http://www.ehow.com/info_8710142_rules-probability-symbols.html 

Here is another site that will help

http://www.rapidtables.com/math/symbols/Statistical_Symbols.htm