Minor Description
If you have a FilteredIterator, call peek and get an element x. Then something modifies the state of that x. Then you call peek again FilteredIterator will return x even if x no longer passes the predicate.
I think this behaviour is correct. I would not expect the the state of an iterator to change unless I called a method like next(), and I would not expect an exception like ConcurrentModificationException when the collection has not changed.
However its an obscure edge case so it might be worth documenting it.