Gaussian Sobolev space

ID: gaussian-sobolev-space

The first Gaussian Sobolev space consists of functions and their weak first derivatives square-integrable for standard Gaussian measure. If in the normalized Probabilists' Hermite polynomial basis, Gaussian integration by parts gives . Thus Parseval identity identifies it with , and polynomial truncations converge in its norm. It is the form domain of the Gaussian number operator, with Gaussian Dirichlet energy .

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