Hermite: Difference between revisions

From DRMF
Jump to navigation Jump to search
imported>SeedBot
DRMF
 
(No difference)

Latest revision as of 00:34, 6 March 2017

Hermite

Hypergeometric representation

H n ( x ) = ( 2 x ) n \HyperpFq 20 @ @ - n / 2 , - ( n - 1 ) / 2 - - 1 x 2 fragments Hermite-polynomial-H 𝑛 𝑥 superscript fragments ( 2 x ) 𝑛 \HyperpFq 20 @ @ n 2 , fragments ( n 1 ) 2 1 superscript 𝑥 2 {\displaystyle{\displaystyle{\displaystyle H_{n}\left(x\right)=(2x)^{n}\,% \HyperpFq{2}{0}@@{-n/2,-(n-1)/2}{-}{-\frac{1}{x^{2}}}}}} {\displaystyle \Hermite{n}@{x}=(2x)^n\,\HyperpFq{2}{0}@@{-n/2,-(n-1)/2}{-}{-\frac{1}{x^2}} }

Orthogonality relation(s)

1 π - e - x 2 H m ( x ) H n ( x ) 𝑑 x = 2 n n ! δ m , n 1 superscript subscript superscript 𝑥 2 Hermite-polynomial-H 𝑚 𝑥 Hermite-polynomial-H 𝑛 𝑥 differential-d 𝑥 superscript 2 𝑛 𝑛 Kronecker-delta 𝑚 𝑛 {\displaystyle{\displaystyle{\displaystyle\frac{1}{\sqrt{\pi}}\int_{-\infty}^{% \infty}{\mathrm{e}^{-x^{2}}}H_{m}\left(x\right)H_{n}\left(x\right)\,dx=2^{n}n!% \,\delta_{m,n}}}} {\displaystyle \frac{1}{\sqrt{\cpi}}\int_{-\infty}^{\infty}\expe^{-x^2}\Hermite{m}@{x}\Hermite{n}@{x}\,dx =2^nn!\,\Kronecker{m}{n} }

Recurrence relation

H n + 1 ( x ) - 2 x H n ( x ) + 2 n H n - 1 ( x ) = 0 Hermite-polynomial-H 𝑛 1 𝑥 2 𝑥 Hermite-polynomial-H 𝑛 𝑥 2 𝑛 Hermite-polynomial-H 𝑛 1 𝑥 0 {\displaystyle{\displaystyle{\displaystyle H_{n+1}\left(x\right)-2xH_{n}\left(% x\right)+2nH_{n-1}\left(x\right)=0}}} {\displaystyle \Hermite{n+1}@{x}-2x\Hermite{n}@{x}+2n\Hermite{n-1}@{x}=0 }

Monic recurrence relation

x H ^ n ( x ) x = H ^ n + 1 ( x ) x + n 2 H ^ n - 1 ( x ) x 𝑥 Hermite-polynomial-monic 𝑛 𝑥 𝑥 Hermite-polynomial-monic 𝑛 1 𝑥 𝑥 𝑛 2 Hermite-polynomial-monic 𝑛 1 𝑥 𝑥 {\displaystyle{\displaystyle{\displaystyle x{\widehat{H}}_{n}\left(x\right){x}% ={\widehat{H}}_{n+1}\left(x\right){x}+\frac{n}{2}{\widehat{H}}_{n-1}\left(x% \right){x}}}} {\displaystyle x\monicHermite{n}@@{x}{x}=\monicHermite{n+1}@@{x}{x}+\frac{n}{2}\monicHermite{n-1}@@{x}{x} }
H n ( x ) = 2 n H ^ n ( x ) x Hermite-polynomial-H 𝑛 𝑥 superscript 2 𝑛 Hermite-polynomial-monic 𝑛 𝑥 𝑥 {\displaystyle{\displaystyle{\displaystyle H_{n}\left(x\right)=2^{n}{\widehat{% H}}_{n}\left(x\right){x}}}} {\displaystyle \Hermite{n}@{x}=2^n\monicHermite{n}@@{x}{x} }

Differential equation

y ′′ ( x ) - 2 x y ( x ) + 2 n y ( x ) = 0 superscript 𝑦 ′′ 𝑥 2 𝑥 superscript 𝑦 𝑥 2 𝑛 𝑦 𝑥 0 {\displaystyle{\displaystyle{\displaystyle y^{\prime\prime}(x)-2xy^{\prime}(x)% +2ny(x)=0}}} {\displaystyle y''(x)-2xy'(x)+2ny(x)=0 }

Substitution(s): y ( x ) = H n ( x ) 𝑦 𝑥 Hermite-polynomial-H 𝑛 𝑥 {\displaystyle{\displaystyle{\displaystyle y(x)=H_{n}\left(x\right)}}}


Forward shift operator

d d x H n ( x ) = 2 n H n - 1 ( x ) 𝑑 𝑑 𝑥 Hermite-polynomial-H 𝑛 𝑥 2 𝑛 Hermite-polynomial-H 𝑛 1 𝑥 {\displaystyle{\displaystyle{\displaystyle\frac{d}{dx}H_{n}\left(x\right)=2nH_% {n-1}\left(x\right)}}} {\displaystyle \frac{d}{dx}\Hermite{n}@{x}=2n\Hermite{n-1}@{x} }

Backward shift operator

d d x H n ( x ) - 2 x H n ( x ) = - H n + 1 ( x ) 𝑑 𝑑 𝑥 Hermite-polynomial-H 𝑛 𝑥 2 𝑥 Hermite-polynomial-H 𝑛 𝑥 Hermite-polynomial-H 𝑛 1 𝑥 {\displaystyle{\displaystyle{\displaystyle\frac{d}{dx}H_{n}\left(x\right)-2xH_% {n}\left(x\right)=-H_{n+1}\left(x\right)}}} {\displaystyle \frac{d}{dx}\Hermite{n}@{x}-2x\Hermite{n}@{x}=-\Hermite{n+1}@{x} }
d d x [ e - x 2 H n ( x ) ] = - e - x 2 H n + 1 ( x ) 𝑑 𝑑 𝑥 delimited-[] superscript 𝑥 2 Hermite-polynomial-H 𝑛 𝑥 superscript 𝑥 2 Hermite-polynomial-H 𝑛 1 𝑥 {\displaystyle{\displaystyle{\displaystyle\frac{d}{dx}\left[{\mathrm{e}^{-x^{2% }}}H_{n}\left(x\right)\right]=-{\mathrm{e}^{-x^{2}}}H_{n+1}\left(x\right)}}} {\displaystyle \frac{d}{dx}\left[\expe^{-x^2}\Hermite{n}@{x}\right]=-\expe^{-x^2}\Hermite{n+1}@{x} }

Rodrigues-type formula

e - x 2 H n ( x ) = ( - 1 ) n ( d d x ) n [ e - x 2 ] superscript 𝑥 2 Hermite-polynomial-H 𝑛 𝑥 superscript 1 𝑛 superscript 𝑑 𝑑 𝑥 𝑛 delimited-[] superscript 𝑥 2 {\displaystyle{\displaystyle{\displaystyle{\mathrm{e}^{-x^{2}}}H_{n}\left(x% \right)=(-1)^{n}\left(\frac{d}{dx}\right)^{n}\left[{\mathrm{e}^{-x^{2}}}\right% ]}}} {\displaystyle \expe^{-x^2}\Hermite{n}@{x}=(-1)^n\left(\frac{d}{dx}\right)^n\left[\expe^{-x^2}\right] }

Generating functions

exp ( 2 x t - t 2 ) = n = 0 H n ( x ) n ! t n 2 𝑥 𝑡 superscript 𝑡 2 superscript subscript 𝑛 0 Hermite-polynomial-H 𝑛 𝑥 𝑛 superscript 𝑡 𝑛 {\displaystyle{\displaystyle{\displaystyle\exp\left(2xt-t^{2}\right)=\sum_{n=0% }^{\infty}\frac{H_{n}\left(x\right)}{n!}t^{n}}}} {\displaystyle \exp@{2xt-t^2}=\sum_{n=0}^{\infty}\frac{\Hermite{n}@{x}}{n!}t^n }
e t cos ( 2 x t ) = n = 0 ( - 1 ) n ( 2 n ) ! H 2 n ( x ) t n 𝑡 2 𝑥 𝑡 superscript subscript 𝑛 0 superscript 1 𝑛 2 𝑛 Hermite-polynomial-H 2 𝑛 𝑥 superscript 𝑡 𝑛 {\displaystyle{\displaystyle{\displaystyle{\mathrm{e}^{t}}\cos\left(2x\sqrt{t}% \right)=\sum_{n=0}^{\infty}\frac{(-1)^{n}}{(2n)!}H_{2n}\left(x\right)t^{n}}}} {\displaystyle \expe^t\cos@{2x\sqrt{t}}=\sum_{n=0}^{\infty} \frac{(-1)^n}{(2n)!}\Hermite{2n}@{x}t^n }
e t t sin ( 2 x t ) = n = 0 ( - 1 ) n ( 2 n + 1 ) ! H 2 n + 1 ( x ) t n 𝑡 𝑡 2 𝑥 𝑡 superscript subscript 𝑛 0 superscript 1 𝑛 2 𝑛 1 Hermite-polynomial-H 2 𝑛 1 𝑥 superscript 𝑡 𝑛 {\displaystyle{\displaystyle{\displaystyle\frac{{\mathrm{e}^{t}}}{\sqrt{t}}% \sin\left(2x\sqrt{t}\right)=\sum_{n=0}^{\infty}\frac{(-1)^{n}}{(2n+1)!}H_{2n+1% }\left(x\right)t^{n}}}} {\displaystyle \frac{\expe^t}{\sqrt{t}}\sin@{2x\sqrt{t}}=\sum_{n=0}^{\infty} \frac{(-1)^n}{(2n+1)!}\Hermite{2n+1}@{x}t^n }
e - t 2 cosh ( 2 x t ) = n = 0 H 2 n ( x ) ( 2 n ) ! t 2 n superscript 𝑡 2 2 𝑥 𝑡 superscript subscript 𝑛 0 Hermite-polynomial-H 2 𝑛 𝑥 2 𝑛 superscript 𝑡 2 𝑛 {\displaystyle{\displaystyle{\displaystyle{\mathrm{e}^{-t^{2}}}\cosh\left(2xt% \right)=\sum_{n=0}^{\infty}\frac{H_{2n}\left(x\right)}{(2n)!}t^{2n}}}} {\displaystyle \expe^{-t^2}\cosh@{2xt}=\sum_{n=0}^{\infty} \frac{\Hermite{2n}@{x}}{(2n)!}t^{2n} }
e - t 2 sinh ( 2 x t ) = n = 0 H 2 n + 1 ( x ) ( 2 n + 1 ) ! t 2 n + 1 superscript 𝑡 2 2 𝑥 𝑡 superscript subscript 𝑛 0 Hermite-polynomial-H 2 𝑛 1 𝑥 2 𝑛 1 superscript 𝑡 2 𝑛 1 {\displaystyle{\displaystyle{\displaystyle{\mathrm{e}^{-t^{2}}}\sinh\left(2xt% \right)=\sum_{n=0}^{\infty}\frac{H_{2n+1}\left(x\right)}{(2n+1)!}t^{2n+1}}}} {\displaystyle \expe^{-t^2}\sinh@{2xt}=\sum_{n=0}^{\infty} \frac{\Hermite{2n+1}@{x}}{(2n+1)!}t^{2n+1} }
( 1 + t 2 ) - γ \HyperpFq 11 @ @ γ 1 2 x 2 t 2 1 + t 2 = n = 0 ( γ ) n ( 2 n ) ! H 2 n ( x ) t 2 n superscript 1 superscript 𝑡 2 𝛾 \HyperpFq 11 @ @ 𝛾 1 2 superscript 𝑥 2 superscript 𝑡 2 1 superscript 𝑡 2 superscript subscript 𝑛 0 Pochhammer-symbol 𝛾 𝑛 2 𝑛 Hermite-polynomial-H 2 𝑛 𝑥 superscript 𝑡 2 𝑛 {\displaystyle{\displaystyle{\displaystyle(1+t^{2})^{-\gamma}\,\HyperpFq{1}{1}% @@{\gamma}{\frac{1}{2}}{\frac{x^{2}t^{2}}{1+t^{2}}}=\sum_{n=0}^{\infty}\frac{{% \left(\gamma\right)_{n}}}{(2n)!}H_{2n}\left(x\right)t^{2n}}}} {\displaystyle (1+t^2)^{-\gamma}\,\HyperpFq{1}{1}@@{\gamma}{\frac{1}{2}}{\frac{x^2t^2}{1+t^2}}= \sum_{n=0}^{\infty}\frac{\pochhammer{\gamma}{n}}{(2n)!}\Hermite{2n}@{x}t^{2n} }
x t 1 + t 2 \HyperpFq 11 @ @ γ + 1 2 3 2 x 2 t 2 1 + t 2 = n = 0 ( γ + 1 2 ) n ( 2 n + 1 ) ! H 2 n + 1 ( x ) t 2 n + 1 𝑥 𝑡 1 superscript 𝑡 2 \HyperpFq 11 @ @ 𝛾 1 2 3 2 superscript 𝑥 2 superscript 𝑡 2 1 superscript 𝑡 2 superscript subscript 𝑛 0 Pochhammer-symbol 𝛾 1 2 𝑛 2 𝑛 1 Hermite-polynomial-H 2 𝑛 1 𝑥 superscript 𝑡 2 𝑛 1 {\displaystyle{\displaystyle{\displaystyle\frac{xt}{\sqrt{1+t^{2}}}\ \HyperpFq% {1}{1}@@{\gamma+\frac{1}{2}}{\frac{3}{2}}{\frac{x^{2}t^{2}}{1+t^{2}}}=\sum_{n=% 0}^{\infty}\frac{{\left(\gamma+\frac{1}{2}\right)_{n}}}{(2n+1)!}H_{2n+1}\left(% x\right)t^{2n+1}}}} {\displaystyle \frac{xt}{\sqrt{1+t^2}}\ \HyperpFq{1}{1}@@{\gamma+\frac{1}{2}}{\frac{3}{2}}{\frac{x^2t^2}{1+t^2}} =\sum_{n=0}^{\infty}\frac{\pochhammer{\gamma+\frac{1}{2}}{n}}{(2n+1)!}\Hermite{2n+1}@{x}t^{2n+1} }
1 + 2 x t + 4 t 2 ( 1 + 4 t 2 ) 3 2 exp ( 4 x 2 t 2 1 + 4 t 2 ) = n = 0 H n ( x ) n / 2 ! t n 1 2 𝑥 𝑡 4 superscript 𝑡 2 superscript 1 4 superscript 𝑡 2 3 2 4 superscript 𝑥 2 superscript 𝑡 2 1 4 superscript 𝑡 2 superscript subscript 𝑛 0 Hermite-polynomial-H 𝑛 𝑥 𝑛 2 superscript 𝑡 𝑛 {\displaystyle{\displaystyle{\displaystyle\frac{1+2xt+4t^{2}}{(1+4t^{2})^{% \frac{3}{2}}}\exp\left(\frac{4x^{2}t^{2}}{1+4t^{2}}\right)=\sum_{n=0}^{\infty}% \frac{H_{n}\left(x\right)}{\lfloor n/2\rfloor\,!}t^{n}}}} {\displaystyle \frac{1+2xt+4t^2}{(1+4t^2)^{\frac{3}{2}}}\exp@{\frac{4x^2t^2}{1+4t^2}} =\sum_{n=0}^{\infty}\frac{\Hermite{n}@{x}}{\lfloor n/2\rfloor\,!}t^n }

Limit relations

Meixner-Pollaczek polynomial to Hermite polynomial

lim λ λ - 1 2 n P n ( λ ) ( ( sin ϕ ) - 1 ( x λ - λ cos ϕ ) ; ϕ ) = H n ( x ) n ! subscript 𝜆 superscript 𝜆 1 2 𝑛 Meixner-Pollaczek-polynomial-P 𝜆 𝑛 superscript italic-ϕ 1 𝑥 𝜆 𝜆 italic-ϕ italic-ϕ Hermite-polynomial-H 𝑛 𝑥 𝑛 {\displaystyle{\displaystyle{\displaystyle\lim_{\lambda\rightarrow\infty}% \lambda^{-\frac{1}{2}n}P^{(\lambda)}_{n}\!\left((\sin\phi)^{-1}(x\sqrt{\lambda% }-\lambda\cos\phi);\phi\right)=\frac{H_{n}\left(x\right)}{n!}}}} {\displaystyle \lim_{\lambda\rightarrow\infty} \lambda^{-\frac{1}{2}n}\MeixnerPollaczek{\lambda}{n}@{(\sin@@{\phi})^{-1}(x\sqrt{\lambda}-\lambda\cos@@{\phi})}{\phi}=\frac{\Hermite{n}@{x}}{n!} }

Jacobi polynomial to Hermite polynomial

lim α α - 1 2 n P n ( α , α ) ( α - 1 2 x ) = H n ( x ) 2 n n ! subscript 𝛼 superscript 𝛼 1 2 𝑛 Jacobi-polynomial-P 𝛼 𝛼 𝑛 superscript 𝛼 1 2 𝑥 Hermite-polynomial-H 𝑛 𝑥 superscript 2 𝑛 𝑛 {\displaystyle{\displaystyle{\displaystyle\lim_{\alpha\rightarrow\infty}\alpha% ^{-\frac{1}{2}n}P^{(\alpha,\alpha)}_{n}\left(\alpha^{-\frac{1}{2}}x\right)=% \frac{H_{n}\left(x\right)}{2^{n}n!}}}} {\displaystyle \lim_{\alpha\rightarrow\infty} \alpha^{-\frac{1}{2}n}\Jacobi{\alpha}{\alpha}{n}@{\alpha^{-\frac{1}{2}}x}=\frac{\Hermite{n}@{x}}{2^nn!} }

Gegenbauer / Ultraspherical polynomial to Hermite polynomial

lim α α - 1 2 n C n α + 1 2 ( α - 1 2 x ) = H n ( x ) n ! subscript 𝛼 superscript 𝛼 1 2 𝑛 ultraspherical-Gegenbauer-polynomial 𝛼 1 2 𝑛 superscript 𝛼 1 2 𝑥 Hermite-polynomial-H 𝑛 𝑥 𝑛 {\displaystyle{\displaystyle{\displaystyle\lim_{\alpha\rightarrow\infty}\alpha% ^{-\frac{1}{2}n}C^{\alpha+\frac{1}{2}}_{n}\left(\alpha^{-\frac{1}{2}}x\right)=% \frac{H_{n}\left(x\right)}{n!}}}} {\displaystyle \lim_{\alpha\rightarrow\infty} \alpha^{-\frac{1}{2}n}\Ultra{\alpha+\frac{1}{2}}{n}@{\alpha^{-\frac{1}{2}}x}=\frac{\Hermite{n}@{x}}{n!} }

Krawtchouk polynomial to Hermite polynomial

lim N \binomial N n K n ( p N + x 2 p ( 1 - p ) N ; p , N ) = ( - 1 ) n H n ( x ) 2 n n ! ( p 1 - p ) n subscript 𝑁 \binomial 𝑁 𝑛 Krawtchouk-polynomial-K 𝑛 𝑝 𝑁 𝑥 2 𝑝 1 𝑝 𝑁 𝑝 𝑁 superscript 1 𝑛 Hermite-polynomial-H 𝑛 𝑥 superscript 2 𝑛 𝑛 superscript 𝑝 1 𝑝 𝑛 {\displaystyle{\displaystyle{\displaystyle\lim_{N\rightarrow\infty}\sqrt{% \binomial{N}{n}}K_{n}\!\left(pN+x\sqrt{2p(1-p)N};p,N\right)=\frac{% \displaystyle(-1)^{n}H_{n}\left(x\right)}{\displaystyle\sqrt{2^{n}n!\left(% \frac{p}{1-p}\right)^{n}}}}}} {\displaystyle \lim_{N\rightarrow\infty} \sqrt{\binomial{N}{n}}\Krawtchouk{n}@{pN+x\sqrt{2p(1-p)N}}{p}{N} =\frac{\displaystyle (-1)^n\Hermite{n}@{x}}{\displaystyle\sqrt{2^nn!\left(\frac{p}{1-p}\right)^n}} }

Laguerre polynomial to Hermite polynomial

lim α ( 2 α ) 1 2 n L n α ( ( 2 α ) 1 2 x + α ) = ( - 1 ) n n ! H n ( x ) fragments subscript 𝛼 superscript fragments ( 2 𝛼 ) 1 2 𝑛 superscript generalized-Laguerre-polynomial-L 𝛼 𝑛 fragments ( 2 α 1 2 x α ) superscript 1 𝑛 𝑛 Hermite-polynomial-H 𝑛 𝑥 {\displaystyle{\displaystyle{\displaystyle\lim_{\alpha\rightarrow\infty}\left(% \frac{2}{\alpha}\right)^{\frac{1}{2}n}L^{\alpha}_{n}\left((2\alpha\right)^{% \frac{1}{2}}x+\alpha)=\frac{(-1)^{n}}{n!}H_{n}\left(x\right)}}} {\displaystyle \lim_{\alpha\rightarrow\infty} \left(\frac{2}{\alpha}\right)^{\frac{1}{2}n} \Laguerre[\alpha]{n}@{(2\alpha}^{\frac{1}{2}}x+\alpha)=\frac{(-1)^n}{n!}\Hermite{n}@{x} }

Charlier polynomial to Hermite polynomial

lim a ( 2 a ) 1 2 n C n ( ( 2 a ) 1 2 x + a ; a ) = ( - 1 ) n H n ( x ) subscript 𝑎 superscript 2 𝑎 1 2 𝑛 Charlier-polynomial-C 𝑛 superscript 2 𝑎 1 2 𝑥 𝑎 𝑎 superscript 1 𝑛 Hermite-polynomial-H 𝑛 𝑥 {\displaystyle{\displaystyle{\displaystyle\lim_{a\rightarrow\infty}(2a)^{\frac% {1}{2}n}C_{n}\!\left((2a)^{\frac{1}{2}}x+a;a\right)=(-1)^{n}H_{n}\left(x\right% )}}} {\displaystyle \lim_{a\rightarrow\infty} (2a)^{\frac{1}{2}n}\Charlier{n}@{(2a)^{\frac{1}{2}}x+a}{a}=(-1)^n\Hermite{n}@{x} }

Remarks

H n ( x ) n ! = k = 0 n / 2 ( - 1 ) k ( 2 x ) n - 2 k k ! ( n - 2 k ) ! Hermite-polynomial-H 𝑛 𝑥 𝑛 superscript subscript 𝑘 0 𝑛 2 superscript 1 𝑘 superscript 2 𝑥 𝑛 2 𝑘 𝑘 𝑛 2 𝑘 {\displaystyle{\displaystyle{\displaystyle\frac{H_{n}\left(x\right)}{n!}=\sum_% {k=0}^{\lfloor n/2\rfloor}\frac{(-1)^{k}(2x)^{n-2k}}{k!\,(n-2k)!}}}} {\displaystyle \frac{\Hermite{n}@{x}}{n!}=\sum_{k=0}^{\lfloor n/2\rfloor} \frac{(-1)^k(2x)^{n-2k}}{k!\,(n-2k)!} }
H 2 n ( x ) = ( - 1 ) n n !  2 2 n L n - 1 2 ( x 2 ) Hermite-polynomial-H 2 𝑛 𝑥 superscript 1 𝑛 𝑛 superscript  2 2 𝑛 generalized-Laguerre-polynomial-L 1 2 𝑛 superscript 𝑥 2 {\displaystyle{\displaystyle{\displaystyle H_{2n}\left(x\right)=(-1)^{n}n!\,2^% {2n}L^{-\frac{1}{2}}_{n}\left(x^{2}\right)}}} {\displaystyle \Hermite{2n}@{x}=(-1)^nn!\,2^{2n}\Laguerre[-\frac{1}{2}]{n}@{x^2} }
H 2 n + 1 ( x ) = ( - 1 ) n n !  2 2 n + 1 x L n 1 2 ( x 2 ) Hermite-polynomial-H 2 𝑛 1 𝑥 superscript 1 𝑛 𝑛 superscript  2 2 𝑛 1 𝑥 generalized-Laguerre-polynomial-L 1 2 𝑛 superscript 𝑥 2 {\displaystyle{\displaystyle{\displaystyle H_{2n+1}\left(x\right)=(-1)^{n}n!\,% 2^{2n+1}xL^{\frac{1}{2}}_{n}\left(x^{2}\right)}}} {\displaystyle \Hermite{2n+1}@{x}=(-1)^nn!\,2^{2n+1}x\Laguerre[\frac{1}{2}]{n}@{x^2} }
1 2 π - H n ( y ) e - 1 2 y 2 e i x y 𝑑 y = i n H n ( x ) e - 1 2 x 2 1 2 superscript subscript Hermite-polynomial-H 𝑛 𝑦 1 2 superscript 𝑦 2 imaginary-unit 𝑥 𝑦 differential-d 𝑦 imaginary-unit 𝑛 Hermite-polynomial-H 𝑛 𝑥 1 2 superscript 𝑥 2 {\displaystyle{\displaystyle{\displaystyle\frac{1}{\sqrt{2\pi}}\int_{-\infty}^% {\infty}H_{n}\left(y\right){\mathrm{e}^{-\frac{1}{2}y^{2}}}{\mathrm{e}^{% \mathrm{i}xy}}dy={\mathrm{i}^{n}}H_{n}\left(x\right){\mathrm{e}^{-\frac{1}{2}x% ^{2}}}}}} {\displaystyle \frac1{\sqrt{2\cpi}} \int_{-\infty}^\infty \Hermite{n}@{y} \expe^{-\frac12 y^2} \expe^{\iunit xy} dy= \iunit^n \Hermite{n}@{x} \expe^{-\frac12 x^2} }
1 π - H n ( y ) e - y 2 e i x y 𝑑 y = i n x n e - 1 4 x 2 1 superscript subscript Hermite-polynomial-H 𝑛 𝑦 superscript 𝑦 2 imaginary-unit 𝑥 𝑦 differential-d 𝑦 imaginary-unit 𝑛 superscript 𝑥 𝑛 1 4 superscript 𝑥 2 {\displaystyle{\displaystyle{\displaystyle\frac{1}{\sqrt{\pi}}\int_{-\infty}^{% \infty}H_{n}\left(y\right){\mathrm{e}^{-y^{2}}}{\mathrm{e}^{\mathrm{i}xy}}dy={% \mathrm{i}^{n}}x^{n}{\mathrm{e}^{-\frac{1}{4}x^{2}}}}}} {\displaystyle \frac1{\sqrt\cpi} \int_{-\infty}^\infty \Hermite{n}@{y} \expe^{-y^2} \expe^{\iunit xy} dy= \iunit^n x^n \expe^{-\frac14 x^2} }
i n 2 π - y n e - 1 4 y 2 e - i x y 𝑑 y = H n ( x ) e - x 2 imaginary-unit 𝑛 2 superscript subscript superscript 𝑦 𝑛 1 4 superscript 𝑦 2 imaginary-unit 𝑥 𝑦 differential-d 𝑦 Hermite-polynomial-H 𝑛 𝑥 superscript 𝑥 2 {\displaystyle{\displaystyle{\displaystyle\frac{{\mathrm{i}^{n}}}{2\sqrt{\pi}}% \int_{-\infty}^{\infty}y^{n}{\mathrm{e}^{-\frac{1}{4}y^{2}}}{\mathrm{e}^{-% \mathrm{i}xy}}dy=H_{n}\left(x\right){\mathrm{e}^{-x^{2}}}}}} {\displaystyle \frac{\iunit^n}{2\sqrt\cpi} \int_{-\infty}^\infty y^n \expe^{-\frac14 y^2} \expe^{-\iunit xy} dy= \Hermite{n}@{x} \expe^{-x^2} }