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Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory.

5 votes
3 answers
2k views

Multivariate Hermite Polynomials

Let $h_0, h_1, \dots$ be the classical univariate Hermite polynomials, renormalized to have constant norm. Is $$x\mapsto\prod_{j=1}^n h_{l_j}(x_j), \quad l_j\in \mathbb N$$ a complete orthogonal syste …
splinter123's user avatar
4 votes
1 answer
296 views

Rank of a sequence of covariance matrices

Let $X_i$ ($i=1, \dots$) be an orthonormal basis for $L^2(\Omega, \mathbb P)$. In particular, it holds that $$\mathbb E[X_iX_j] = \delta_{ij}.$$ Now take $Z\in L^2(\Omega, \mathbb P)$ and define $\ti …
splinter123's user avatar