(Sorry, I don't know how to include HTML entities in a post, or otherwise get in non-Ascii. So please excuse me if I just use names of letters.)
When letters from foreign alphabets are used as symbols in English -- like Greek pi or Hebrew aleph -- there is a conventional case assigned to that symbol. Like pi for 3.1415926... is always written in lower case, even if it's at the beginning of a sentence.
When you are using English words for the foreign letters, like "pi" instead of the actual Greek symbol -- as I am forced to do here because I don't know how to enter foreign letters -- then normal English capitalization rules apply to that word. Like I would type, "The symbol for the ratio of circumference to diameter is pi", but, "Pi is the symbol for ..." etc.
When you are writing actual words and sentences, the normal capitalization rules (for that language) apply.