[step:Set up a competing law and reduce to a single linear relation among distinct signatures]Suppose $G$ is another $\mathcal{S}_p$-valued random variable on $(\Omega, \mathcal{F}, \mathbb{P})$ (or any probability space — we are arguing about laws, not realisations) with finitely-supported law
\begin{align*}
\nu : \mathcal{B}(\mathcal{S}_p) &\to [0,1], \\
\nu &= \sum_{j=1}^m q_j \delta_{g_j},
\end{align*}
where $g_1, \ldots, g_m \in \mathcal{S}_p$ are distinct, $q_j > 0$ for all $j$, and $\sum_{j=1}^m q_j = 1$. Assume $\mathbb{E}[H] = \mathbb{E}[G]$ in $T((V))$, i.e.
\begin{align*}
\sum_{i=1}^n p_i h_i = \sum_{j=1}^m q_j g_j.
\end{align*}
Our goal is to deduce that the multisets $\{(h_i, p_i)\}$ and $\{(g_j, q_j)\}$ coincide, which is exactly $\mu = \nu$.
Form the union of atoms as a set:
\begin{align*}
S := \{h_1, \ldots, h_n\} \cup \{g_1, \ldots, g_m\} \subset \mathcal{S}_p.
\end{align*}
Enumerate $S = \{s_1, \ldots, s_N\}$ with the $s_k$ pairwise distinct. Define coefficients
\begin{align*}
\alpha_k &:= \begin{cases} p_i & \text{if } s_k = h_i \text{ for some } i, \\ 0 & \text{if } s_k \notin \{h_1, \ldots, h_n\}, \end{cases} \\
\beta_k &:= \begin{cases} q_j & \text{if } s_k = g_j \text{ for some } j, \\ 0 & \text{if } s_k \notin \{g_1, \ldots, g_m\}. \end{cases}
\end{align*}
The cases are mutually exclusive because the $h_i$ are distinct (so each $s_k = h_i$ for at most one $i$) and similarly for the $g_j$. Then
\begin{align*}
\sum_{k=1}^N \alpha_k s_k = \sum_{i=1}^n p_i h_i = \sum_{j=1}^m q_j g_j = \sum_{k=1}^N \beta_k s_k,
\end{align*}
so subtracting yields
\begin{align*}
\sum_{k=1}^N (\alpha_k - \beta_k) s_k = 0 \quad \text{in } T((V)).
\end{align*}[/step]