We know that:
- binomial coefficients $\tbinom {n}{k}$ will approach normal distribution in the limit.
- binomial coefficients can be interpreted as a one-dimensional random walk.
- Fourier transform of a standard normal distribution is a standard normal distribution.
My questions are:
Q1: Before we take the limit for binomial coefficients, that is, for finite (discrete) binomial coefficients $\tbinom {n}{k}$, if we take discrete Fourier transform(DFT) of it, can we interpret the result of each step for such DFT as another one-dimensional random walk ?
In a broader sense, I am trying to seek "deep" connection between one-dimensional random walk with Fourier transform. What are such "deep" connection ?
Thank you.