Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) | $\mathcal{G} \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$ |
(i) | $Z : \Omega \to \mathbb{C}$ be a D4877: Random complex number on $P$ |
(i) | \begin{equation} \mathbb{E} |Z| < \infty \end{equation} |
Then
\begin{equation}
\mathbb{E}( \mathbb{E}(Z \mid \mathcal{G}) \mid \mathcal{G} )
\overset{a.s.}{=} \mathbb{E}(Z \mid \mathcal{G})
\end{equation}