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Sep 22 at 7:02 history edited Carlo Beenakker CC BY-SA 4.0
moved image to MO repository (the answer was reactivated on the front page anyway)
Nov 28, 2023 at 0:01 comment added QnA Thanks! I just checked, and the eigenfunction expansion matches the Gaussian kernel well locally around x=z=0, but then they go to zero pretty fast before I can come up with enough higher order Hermite terms. Sort of like Taylor expansion, locally matches very well, but requires much more terms for it to work further out.
Nov 27, 2023 at 11:34 comment added Carlo Beenakker you can check numerically that sum over $n$ gives 1 for $x=z$; each term is small, but there are infinitely many terms...
Nov 27, 2023 at 4:50 comment added QnA stupid question, in (11), in 1D case, when x=z goes to infinity, left side of the equation remains one, but from (12) and (13), it looks like all eigenfunctions go to zero due to the exponential term? i.e., the 'diagonal' of the kernel should be the same value, regardless how large the x&z goes, but the eigenfunctions seem to diminish when x&z goes large, how come?
Mar 7, 2019 at 7:35 history edited Carlo Beenakker CC BY-SA 4.0
http --> https
Apr 23, 2016 at 2:25 vote accept gradstudent
Apr 22, 2016 at 17:24 history answered Carlo Beenakker CC BY-SA 3.0