Difference between revisions of "Hermite (probabilist)"

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$$H_n(t) = (-1)^ne^{x^2}\dfrac{d^n}{dx^n}e^{-x^2}.$$
 
$$H_n(t) = (-1)^ne^{x^2}\dfrac{d^n}{dx^n}e^{-x^2}.$$
 
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<div class="mw-collapsible-content">
<strong>Proof:</strong> proof goes here █  
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<strong>Proof:</strong>
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</div>
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<strong>Theorem:</strong> ([[Generating function]]) The Hermite polynomials obey
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$$e^{2tx-t^2} = \displaystyle\sum_{k=0}^{\infty} \dfrac{H_k(x)t^n}{n!}.$$
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<strong>Proof:</strong> █
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</div>
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</div>
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<strong>Theorem:</strong> ([[Orthogonal |Orthogonality]]) The Hermite polynomials obey
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$$\displaystyle\int_{-\infty}^{\infty} e^{-x^2}H_n(x)H_m(x)dx=\left\{ \begin{array}{ll}
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0 &; m \neq n \\
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2^nn!\sqrt{\pi} &; m=n
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\end{array} \right..$$
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<div class="mw-collapsible-content">
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<strong>Proof:</strong> █
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</div>
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</div>
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<div class="toccolours mw-collapsible mw-collapsed" style="width:800px">
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<strong>Theorem:</strong> $H_n(x)$ is an even function for even $n$ and an odd function for odd $n$.
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<strong>Proof:</strong> █  
 
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Revision as of 01:34, 14 September 2014

Theorem: The Hermite polynomials $H_n$ satisfy the Rodrigues' formula $$H_n(t) = (-1)^ne^{x^2}\dfrac{d^n}{dx^n}e^{-x^2}.$$

Proof:

Theorem: (Generating function) The Hermite polynomials obey $$e^{2tx-t^2} = \displaystyle\sum_{k=0}^{\infty} \dfrac{H_k(x)t^n}{n!}.$$

Proof:

Theorem: (Orthogonality) The Hermite polynomials obey $$\displaystyle\int_{-\infty}^{\infty} e^{-x^2}H_n(x)H_m(x)dx=\left\{ \begin{array}{ll} 0 &; m \neq n \\ 2^nn!\sqrt{\pi} &; m=n \end{array} \right..$$

Proof:

Theorem: $H_n(x)$ is an even function for even $n$ and an odd function for odd $n$.

Proof: