In what espace lives $\delta(x-y)$?

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A Dirac distribution or Dirac $\delta$-distribution $\delta(p)$ is the distribution that is given by evaluating a function at a point $p$.

That is, the Dirac $\delta(p)$ function is the distribution defined by $$\langle\delta(p),\phi \rangle=\phi(p)$$

Suppose we want to write

$$\int\phi(x)\phi(x)dx=\int\int_0^1\delta( x-y)\phi(x)\phi(y)dxdy$$

How should we define $\delta( x-y)$?

In this page Free quantum fields on example 14.4 they have
$\delta( x-y) \in \Gamma'(E \boxtimes E)$ where $\Gamma'(E \boxtimes E)$ is the dual of the space of section of the bundle $\Gamma(E \boxtimes E)$ and And $E$ is the real line bundle

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Define $\delta(x-y)$ for $x,y\in\mathbb{R}^n$ as the distribution on $\mathbb{R}^n\times\mathbb{R}^n$ such that $$ \langle \delta(x-y), \varphi(x, y) \rangle = \int \varphi(t, t) \, dt $$ for every test function $\varphi.$