Local Approximation Using Hermite Functions

We develop a wavelet-like representation of functions in Lp(R) based on their Fourier–Hermite coefficients; i.e., we describe an expansion of such functions where the local behavior of the terms characterize completely the local smoothness of the target function. In the case of continuous functions, a similar expansion is given based on the values of the functions at arbitrary points on the real line. In the process, we give new proofs for the localization of certain kernels, as well as for some very classical estimates such as the Markov–Bernstein inequality