Let $Z, W \in \text{Random}(\Omega \to \mathbb{C})$ each be a D4877: Random complex number such that

(i)	\begin{equation} \mathbb{E} |Z|, \mathbb{E} |W| < \infty \end{equation}

Let $\alpha, \beta \in \mathbb{R}$ each be a D993: Real number.

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