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) | $\xi : \Omega \to \Xi$ is a D202: Random variable on $P$ |
(iv) | $\{ \xi \in S_0 \}, \{ \xi \in S_1 \}, \{ \xi \in S_2 \}, \ldots \in \mathcal{F}$ are each an D1716: Event in $P$ |
(v) | $\{ \xi \in S_0 \}, \{ \xi \in S_1 \}, \{ \xi \in S_2 \}, \ldots$ is a D83: Proper set partition of $\Omega$ |
Then
\begin{equation}
\mathbb{E}(Z)
= \sum_{n = 0}^{\infty} \mathbb{E}(Z I_{\{ \xi \in S_n \}})
\end{equation}