Assume that $x$ is a Rademacher vector or sequence with $x_i\in \{-1,+1\},i=1,2,...,N$ and $\Pr(x_i=+1)=\Pr(x_i=-1)=0.5$. What's the distribution of $\text{fft}(x)$?
Is that a gaussian distribution? What's the mean and variance of it?
2025-01-12 19:17:18.1736709438
The distribution of fourier coefficients of a Rademacher sequence
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