In the appendix to a paper I am currently co-authoring, I recently wrote the following within a parenthetical excursus:
When talking of dynamical systems, our probability assignments really carry two time indices: one for the time our betting odds are chosen, and the other for the time the bet concerns.
A parenthesis in an appendix is already a pretty superfluous thing. Treating this as the jumping-off point for further discussion merits the degree of obscurity which only a lengthy post on a low-traffic blog can afford.