From the book A First Course in Probability 8th ed by Ross, expected value linearity is defined as $ E[aX + b] = aE[X] + b $ where a and b are both constants and X is a random variable.
However a random process defined $ X(t) = Kcos(wt) $ where K is a random variable has an expected value of $ E[X(t)] = E[K]cos(wt)$. My question is how is this true when cosine is a function of t and not a constant.
Thanks.