1) Theorem: E(X+Y)=E(X)+E(Y) where X and Y are random (matrices? vectors?). The source didn't specify the nature of X and Y. Can X and Y be random matrices of any dimension (provided X+Y is defined, of course), or must X and Y be random vectors? 2) Let A be a constant matrix (i.e. all elements are fixed (nonrandom)). Can we now use the E(X+Y)=E(X)+E(Y) with Y=A to show that E(X+A) = E(X)+E(A) = E(X)+A ? My main question here is: can we treat A as a special case of a RANDOM matrix even though A is not random, and use the above theorem which requires both X and Y be random? A similar question: if X constantly takes on the value 5, a lot of times we will say that X is nonrandom, but can X here be treated as a random variable? Thanks!