Gaussian Sobolev space ($H^1(\gamma )=\{f:f,f^{\prime }\in L^2(\gamma )\}$)

The first Gaussian Sobolev space consists of functions and their weak first derivatives square-integrable for standard Gaussian measure. If $f=\sum c_n{h}_n$ in the normalized Probabilists' Hermite polynomial basis, Gaussian integration by parts gives $⟨f^{\prime },h_{n-1}⟩=\sqrt{n}{c}_n$. Thus Parseval identity identifies it with $\sum (1+n)|c_n{|}^2<\infty$, and polynomial truncations converge in its norm. It is the form domain of the Gaussian number operator, with Gaussian Dirichlet energy $\sum n|c_n{|}^2$.