Here's a simple and far from optimal-from-optimal condition guaranteeing unifolrmuniform convergence.
Suppose for thatthat there exists $C>0$ such that forfor any positive integerinteger $n$ $\newcommand{\bR}{{\mathbb{R}}}$
$$ \int_\bR |f^{(n)}(x)| e^{-x^2/2} dx\leq C^n. $$ In
In this case the associated Hermite series is
$$ \sum_{n\geq 0} \frac{c_n}{n!} H_n(x), $$ where
where
$$ c_n=\frac{1}{\sqrt{2\pi}}\int_\bR f^{(n)}(x) e^{-x^2/2} dx. $$ and
and this converges to $f$ uniformlyuniformly on compacts. ThisThis follows from known asymptotic estimatesestimates for Hermite polynomials.
For more precise results, you need to look at Gaussian-Sobolev spaces and the Ornstein-Uhlenbeck operator $H$.