We consider expansions with respect to the multi-dimensional Hermite functions and to the multi-dimensional Hermite polynomials. They are respectively eigenfunctions of the Harmonic oscillator $\cal{L}= -\Delta +|x|^2$ and of the Ornstein-Uhlenbeck operator ${\bf L} = -\Delta +2x \cdot \nabla.$ The corresponding heat semigroups and Riesz transforms are considered and results on both aspects (polynomials and functions) are obtained.