An understanding of Fourier Transforms is necessary to get the most out of this tutorial on Random Walks. Notes on the Fourier Transform by Sid Redner can be found here: Fourier pdf.
There are many resources online to help you review or learn about Fourier Transforms - type in "Fourier Transforms Tutorial" and find the pages that work best for you. As an example of the results you may find, here are some of the top links from that search: