Skip to main content
2 of 3
added 121 characters in body
Liviu Nicolaescu
  • 34.7k
  • 2
  • 91
  • 165

Here's a simple and far from optimal condition guaranteeing unifolrm convergence.

Suppose for that there exists $C>0$ such that for any positive integer $n$ $\newcommand{\bR}{{\mathbb{R}}}$ $$ \int_\bR |f^{(n)}(x)| e^{-x^2/2} dx\leq C^n. $$ In this case the associated Hermite series is $$ \sum_{n\geq 0} \frac{c_n}{n!} H_n(x), $$ where $$ c_n=\frac{1}{\sqrt{2\pi}}\int_\bR f^{(n)}(x) e^{-x^2/2} dx. $$ and this converges to $f$ uniformly on compacts. This follows from known asymptotic estimates for Hermite polynomials.

For more precise results you need to look at Gaussian-Sobolev spaces and the Ornstein-Uhlenbeck operator $H$.

Liviu Nicolaescu
  • 34.7k
  • 2
  • 91
  • 165