TheoremBase

Hermite Polynomials with a Given Variance

Defines the Hermite polynomial HnvH^v_n of degree nn with variance v≥0v\ge0 as the explicit finite sum over jj with 2j≤n2j\le n of n!/(2jj!(n−2j)!) (−v)jtn−2jn!/(2^j j!(n-2j)!)\,(-v)^j t^{n-2j}.

Statement

In the setting of The Real Numbers: Standing Notation and Background, each natural number being identified with its image in R\mathbb{R} under the canonical map, and N0=N∪{0}⊆R\mathbb{N}_{0}=\mathbb{N}\cup\{0\}\subseteq\mathbb{R}. For n∈Nn\in\mathbb{N}, n!n! is the factorial of nn, and 0!=10!=1; for real yy and j∈Nj\in\mathbb{N}, yjy^{j} is the jjth power of yy, and y0=1y^{0}=1. Sums over nonempty finite index sets are those of Sum over a Finite Index Set; in particular, for n∈N0n\in\mathbb{N}_{0} and real numbers f(0),…,f(n)f(0),\dots,f(n), ∑j=0nf(j)\sum_{j=0}^{n}f(j) is the sum over the index set {0,1,…,n}\{0,1,\dots,n\}, which equals f(0)f(0) if n=0n=0 and f(0)+∑j=1nf(j)f(0)+\sum_{j=1}^{n}f(j) if n∈Nn\in\mathbb{N}.

(Hermite polynomials) Let v∈Rv\in\mathbb{R} with 0≤v0\le v and let n∈N0n\in\mathbb{N}_{0}, and put Jn={j∈N0:2j≤n}J_{n}=\{j\in\mathbb{N}_{0}:2j\le n\}, a finite set since it is contained in {0,1,…,n}\{0,1,\dots,n\}, and nonempty since 0∈Jn0\in J_{n}; for j∈Jnj\in J_{n}, the integer n−2jn-2j satisfies 0≤n−2j≤n0\le n-2j\le n, so n−2j∈N0n-2j\in\mathbb{N}_{0}, and 2j j! (n−2j)!2^{j}\,j!\,(n-2j)! is a product of positive real numbers, hence positive. The Hermite polynomial of degree nn with variance vv is the function Hnv:R→RH^{v}_{n}:\mathbb{R}\to\mathbb{R},

Hnv(t)=∑j∈Jnn!2j j! (n−2j)! (−v)j t n−2j(t∈R).H^{v}_{n}(t)=\sum_{j\in J_{n}}\frac{n!}{2^{j}\,j!\,(n-2j)!}\,(-v)^{j}\,t^{\,n-2j}\qquad(t\in\mathbb{R}).

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