In functional analysis, a weighted space is a space of functions under a weighted norm, which is a finite norm (or semi-norm) that involves multiplication by a particular function referred to as the weight.
Weights can be used to expand or reduce a space of considered functions. For example, in the space of functions from a set                     U        ⊂                  R                         to                               R                         under the norm                     ∥        ⋅                  ∥                      U                                   defined by:                     ∥        f                  ∥                      U                          =                  sup                      x            ∈            U                                                |                    f          (          x          )                      |                                  , functions that have infinity as a limit point are excluded. However, the weighted norm                     ∥        f        ∥        =                  sup                      x            ∈            U                                                |            f            (            x            )                                                            1                                      1                    +                                          x                                              2                                                                                                                  |                                   is finite for many more functions, so the associated space contains more functions. Alternatively, the weighted norm                     ∥        f        ∥        =                  sup                      x            ∈            U                                                |            f            (            x            )                          x                              4                                      |                                   is finite for many fewer functions.
When the weight is of the form                                                         1                              1                +                                  x                                      m                                                                                              , the weighted space is called polynomial-weighted.