ThmDex – An index of mathematical definitions, results, and conjectures.
Complex expectation over a null event is zero
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $Z : \Omega \to \mathbb{C}$ is a D4877: Random complex number on $P$
(ii) \begin{equation} \mathbb{E} |Z| < \infty \end{equation}
(iii) $E \in \mathcal{F}$ is an D1716: Event in $P$
(iv) \begin{equation} \mathbb{P}(E) = 0 \end{equation}
Then \begin{equation} \mathbb{E}(Z I_E) = 0 \end{equation}
Proofs
Proof 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $Z : \Omega \to \mathbb{C}$ is a D4877: Random complex number on $P$
(ii) \begin{equation} \mathbb{E} |Z| < \infty \end{equation}
(iii) $E \in \mathcal{F}$ is an D1716: Event in $P$
(iv) \begin{equation} \mathbb{P}(E) = 0 \end{equation}
This result is a particular case of R4563: Complex integral over a set of measure zero is zero. $\square$