Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that

(i)	$Z, W : \Omega \to \mathbb{C}$ are each a D4877: Random complex number on $P$
(ii)	\begin{equation} \mathbb{E} |Z|, \mathbb{E} |W| < \infty \end{equation}
(iii)	$\alpha, \beta \in \mathbb{R}$ are each a D993: Real number

Then \begin{equation} \mathbb{E}(\alpha Z + \beta W) = \alpha \mathbb{E} Z + \beta \mathbb{E} W \end{equation}