The signal is binary, 2^k -1's and +1's, with an equal number of each. 
The transform is the tensor product of k copies of the matrix 
|1  1|
|1 -1|.

When I sample the output, I get a distribution of row indices that
matches the energy distribution (amplitude squared) of the transformed
signal.

Any row of the transform has got to match (or anti-match; doesn't
matter, because it's the square of the amplitude) on at least half of
the signal, and rows I get from sampling will do better.

Each sample will make a prediction about the sign of the signal at a
given time.  Suppose I have s samples.  Taken together, I can call the
prediction about a given point "reliable" if (significantly?) more than
sqrt(s) [the average distance from the origin in a random walk (or
should I use the median?)] predict the same sign. 

Where should I look to find out how to calculate the number of samples
needed to get the "reliability" of the predictions above a certian
threshold, and how to calculate the percentage of the predictions are
"reliable"?  (If I use the median, it'll always be half; if I use some
other function, it'll probably decrease with the number of samples.)
-- 
Mike Stay
Cryptographer / Programmer
AccessData Corp.
mailto:[EMAIL PROTECTED]

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