Stephen Doro

1paper

1 Paper

34.7STMay 4
Statistics of a multi-factor function from its Fourier transform

Matthew A. Herman, Stephen Doro

For a phenomenon~$\boldsymbol{f}$ that is a function of~$n$ factors, defined on a finite abelian group $G$, we derive its population statistics solely from its Fourier transform~$\hat{\boldsymbol{f}}$. Our main result is an \emph{$m$-Coefficient/Index Annihilation Theorem}: the $m$th moment of~$\boldsymbol{f}$ becomes a series of terms, each with precisely $m$ Fourier coefficients -- and surprisingly, the coefficient \emph{indices} in each term sum to zero under group addition. This condition acts like a filter, limiting which terms appear in the Fourier domain, and can reveal deeper relationships between the variables driving~$\boldsymbol{f}$. These techniques can also be used as an analytical/design tool, or as a feasibility constraint in search algorithms. For functions defined on $\mathbb{Z}_2^n$, we show how the skew, kurtosis, etc.~of a binomial distribution can be derived from the Fourier domain. Several other examples are presented.