I ask xmodmap to make a compose key, which is probably something close to what you're talking about. You can also ask Emacs to switch to tex-mode typesetting w

I ask xmodmap to make a compose key, which is probably something close to what you're talking about. You can also ask Emacs to switch to tex-mode typesetting with C-u C-\ Then, you can type λ with \lambda , and other common TeX symbols.