Having defined the basic operators of importance for functions on Gaussian space, it’s useful to also develop the analogue of the Fourier expansion.
[...]


Having defined the basic operators of importance for functions on Gaussian space, it’s useful to also develop the analogue of the Fourier expansion. [...] In this section we will revisit a number of combinatorial/probabilistic notions and show that for functions $f \in L^2(\Omega^n, \pi^{\otimes n})$, these notions have familiar Fourier formulas which don’t depend on the Fourier basis. [...] As we have seen, the Fourier expansion of $f : \{1,1\}^n \to {\mathbb R}$ can be thought of as the representation of $f$ over the orthonormal basis of parity functions $(\chi_S)_{S \subseteq [n]}$. In this basis, $f$ has $2^n$ “coordinates”, and these are precisely the Fourier coefficients of $f$. The “coordinate” of $f$ [...] 

Copyright © 2015 Ryan O'Donnell  All Rights Reserved 
Recent comments