Fourier weight ($W_{>t}(f)={\sum }_{|S|>t}|\hat{f}(S){|}^2$)

Fourier weight is the squared Fourier-Walsh transform coefficient mass on specified levels or a specified family of subsets. Parseval's identity identifies the total weight with $\mathbb{E}|f{|}^2$, and the nonconstant weight with variance. A decision tree of depth at most $s$ has no weight above level $s$.

For a random restriction, first fix the live set $J$ and average over the unbiased assignment $a$ outside it. The coefficient at $U\subset J$ is ${\sum }_{B\subset J^c}\hat{f}(U\cup B){\chi }_B(a)$. Orthogonality eliminates cross terms in its squared expectation. Averaging over $J$ gives the displayed identity. The original Fourier weight is weighted by a binomial distribution survival probability, not simply preserved.