Almost Sure Uniform Convergence Of Random Hermite Series

Abstract

We continue the analysis of random series associated to the multidimensional harmonic oscillator - + |x|2 on Rd with d ≥ 2. More precisely we obtain a necessary and sufficient condition to get the almost sure uniform convergence on the whole space Rd . It turns out that the same condition gives the almost sure uniform convergence on the sphere Sd-1 (despite Sd-1 is a zero Lebesgue measure of Rd). From a probabilistic point of view, our proof adapts a strategy used by the first author for boundaryless Riemannian compact manifolds. However, our proof requires sharp off-diagonal estimates of the spectral function of - + |x|2 . Such estimates are obtained using elementary tools.

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