ThmDex – An index of mathematical definitions, results, and conjectures.
F10611
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) $E_0, E_1, E_2, \ldots \in \mathcal{F}$ are each an D1716: Event in $P$
(iii) $E_0, E_1, E_2, \ldots$ is a D5143: Set partition of $\Omega$
Then \begin{equation} Z = \sum_{n = 0}^{\infty} Z I_{E_n} \end{equation}