Decomposition of spaces of distributions induced by Hermite expansions

Decomposition systems with rapidly decaying elements (needlets) based on Hermite functions are introduced and explored. It is proved that the Triebel-Lizorkin and Besov spaces on $\R^d$ induced by Hermite expansions can be characterized in terms of the needlet coefficients. It is also shown that the Hermite Triebel-Lizorkin and Besov spaces are, in general, different from the respective classical spaces.