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We characterize weighted modulation spaces (data space) for which the heat semigroup converges pointwise to the initial data as time tends to zero. Here stands for the standard Laplacian or Hermite operator on the Euclidean space. This is the first result on pointwise convergence with data in a weighted modulation spaces (which do not coincide with weighted Lebesgue spaces). We also prove that the Hardy-Littlewood maximal operator operates on certain modulation spaces. This may be of independent interest. We have highlighted several open questions that arise naturally from our findings.

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