English

Statistics of a multi-factor function from its Fourier transform

Statistics Theory 2026-05-18 v1 Discrete Mathematics Signal Processing Genomics Statistical Finance Statistics Theory

Abstract

For a phenomenon f\boldsymbol{f} that is a function of nn factors, defined on a finite abelian group GG, we derive its population statistics solely from its Fourier transform f^\hat{\boldsymbol{f}}. Our main result is an mm-Coefficient/Index Annihilation Theorem: the mmth moment of f\boldsymbol{f} becomes a series of terms, each with precisely mm Fourier coefficients --- and surprisingly, the coefficient 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 f\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 Z2n\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.

Keywords

Cite

@article{arxiv.2605.02248,
  title  = {Statistics of a multi-factor function from its Fourier transform},
  author = {Matthew A. Herman and Stephen Doro},
  journal= {arXiv preprint arXiv:2605.02248},
  year   = {2026}
}

Comments

Submitted to the Journal of Fourier Analysis and Applications. 42 pages, 6 figures

R2 v1 2026-07-01T12:48:01.116Z