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$q_0$ and $x$ are explicitly defined.

This is "misleading" because it's presented as a blog post but really it should be read as a paper or book section. Take your time. Take a pen and paper out. Reread things multiple times. Go back to definitions. I don't mean mean that dismissively, math is just read very very very differently than natural text. ( I'm sure there are just brilliant people who can read math like a novel but for me, and I assume most people but maybe I'm just dumb, that's not the case )

Here q_0 is some density, whatever you want. x is a random variable distributed according to q_0



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