Regular Representation of Lie Algebras

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I have a basic understanding of Lie Algebra and it may be naive but is there a regular representation of lie algebras as in case of Finite Groups ? Do the generators form a representation ?

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Yes, any Lie algebra has an action on itself defined by $x.v = [x,v]$, which is called the adjoint representation. That this defines a representation of the Lie algebra follows from the Jacobi identity (this it more or less the reason for requiring the Jacobi identity).

The adjoint representation is irreducible iff the Lie algebra is simple, since subrepresentations correspond to ideals.

The term regular representation seems to not be used as much, since it can be somewhat ambiguous (it could also refer to the action of the Lie algebra on its enveloping algebra).