\\mu doesn't work in PS files

{                                                                                                                                                                                                  

  TCanvas can("can","title",900,900);                                                                                                                                                              

  TH1D h1("h1", "title;d\\sigma/dy (\\mu b);abc",10,0,15);                                                                                                                                         

  h1.Draw();                                                                                                                                                                                                                                                                                                                                                                    

  can.SaveAs("hist.eps");                                                                                                                                                                          

}