Poularikas A. D.

Hermite Polynomials
The Handbook of Formulas and Tables for Signal Processing.
Ed. Alexander D. Poularikas
Boca Raton: CRC Press LLC,1999

1999 by CRC Press LLC

22
Hermite Polynomials
22.1 Hermite Polynomials
22.2 Recurrence Relation
22.3 Integral Representation
22.4 Hermite Series
22.5 Properties of the Hermite Polynomials
References

22.1 Hermite Polynomials

22.1.1 Rodrigues Formula
Hn (t ) = ( 1) n e t

d n e t

d tn

n = 0,1, 2,L, < t <

The first few Hermite polynomials are:

H0 (t ) = 1, H1 (t ) = 2 t , H2 (t ) = 4t 2 2 , H3 (t ) = 8t 3 12 t , H4 (t ) = 16 t 4 48 t + 12 ,
H5 (t ) = 32 t 5 160 t 3 + 120 t, etc.
(See Figure 22.1.)

22.1.2 Expansion Formula

[n / 2]

H n (t ) =

k =0

( 1) k n!
k!(n 2 k )!

(2t ) n 2 k ,

[n / 2] = largest integer n / 2

22.1.3 Generating Function

w(t , x ) = e 2 t x x =
2

n=0

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H n (t ) n
x =
n!

n=0

1 nw
xn,
n! x n x =0

x <

FIGURE 22.1

22.1.4 Even and Odd n

Hn ( t ) = ( 1) n Hn (t ); H2 n (0) = ( 1) n

(2n)!
, H2 n+1 (0) = 0
n!

22.2 Recurrence Relation

22.2.1 Recurrence Relation
1. Hn+1 (t ) 2t Hn (t ) + 2n Hn1 (t )

n = 1, 2,L

2. Hn (t ) = 2n Hn1 (t )

n = 1, 2,L

Hn+1 (t ) = 2(n + 1) Hn (t )

n = 1, 2,L

3. Hn+1 (t ) 2t Hn (t ) + Hn (t ) = 0

n = 0,1, 2,L

22.2.2 Hermite Differential Equation

Hn(t ) 2t Hn (t ) + 2n Hn (t ) = 0

n = 0,1, 2L

which implies that the Hermite polynomials are the solution of the second-order ordinary differential
equation.

22.3 Integral Representation

Hn (t ) =

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t2 / 2

( j )n 2 n e t

x2 + j 2t x

x n dx

n = 0,1, 2L

1
H n (t ) = n
j 2

j ty y 2 / 2

Hn ( y) dy

n = 0,1, 2L

t2 / 2

t2 / 2

H2 m (t ) = ( 1)

H2 m +1 (t ) = ( 1)

H2 m ( y)cos ty dy

y2 / 2

y2 / 2

H2 m +1 ( y)sin ty dy

m = 0,1, 2L

22.4 Hermite Series

22.4.1 Orthogonality Property

t2

H m (t ) Hn (t ) dt = 0

t2

Hn2 (t ) dt = 2 n n!

if

mn

and

n = 0,1, 2L

22.4.2 Orthonormal Hermite Polynomials

n (t ) = (2 n n! ) 1 / 2 e t

/2

n = 0,1, 2,L, < t <

H n (t )

22.4.3 Hermite Series

f (t ) =

C H (t )
n

<t <

n=0

Cn =

1
2 n n!

t2

where f (t) is piecewise smooth in every finite interval and

Example
f (t) = t 4 =

n = 0,1, 2,L

f (t ) Hn (t ) dt

e t f 2 (t ) dt < .
2

2n

H2 n (t ), since f (t) is even.

n=0

1
C2 n = 2 n
2 (2n)!
=

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1
2 2 n (2n)!

t2 4

t H2 n (t ) dt

t4

d 2n
dt

(e t ) dt =
2n
2

1
( 4)!
2 2 n (2n)! ( 4 2n)!

1
1
( 4)!
4 n +
2 2 n (2n)! ( 4 2n)!
2

t 2 42 n

dt

22.5 Properties of the Hermite Polynomials

TABLE 22.1 Properties of the Hermite Polynomial
1.

H n (t ) = ( 1) e

2.

H n (t ) =

d n e t

t2

n = 0,1, 2 L

d tn
( 1) k n!

[n / 2]

(2t ) n 2 k

k!(n 2 k )!

k =0

3.

[n / 2] = largest integer n / 2

H (t) n!

e 2 tx x =
2

xn

n=0

(2n)!
n!

4.

H 2 n (0) = ( 1) n

5.

H 2 n +1 (0) = 0,

6.

H n ( t ) = ( 1) n H n (t )

7.

H 2 n (t ) = even functions,

H 2 n (0) = 0,

H 2 n +1 (0) = ( 1) n

(2n + 2)!
(n + 1)!

H 2 n +1 (t ) = odd functions

8.

H n +1 (t ) 2t H n (t ) + 2n H n 1 (t ) = 0

9.

H n (t ) = 2n H n 1 (t )

n = 1, 2,L

10.

H n +1 (t ) 2t H n (t ) + H n (t ) = 0

n = 0,1, 2 L

11.

H n(t ) 2t H n (t ) + 2n H n (t ) = 0

n = 0,1, 2 L

12.

13.

14.

15.

( j ) n 2 n e t

H n (t ) =

e t

e t

e t

/2

/2

/2

H n (t ) =

n = 1, 2,L

x 2 + j 2t x

x n dx

n = 0,1, 2 L

1
jn 2

H 2 m (t ) = ( 1) m

H 2 m +1 (t ) = ( 1) m

j ty y 2 / 2

H n ( y) dy = integral equation

y2 / 2

H 2 m ( y) cos ty dy

y2 / 2

H 2 m +1 ( y)sin ty dy

16.

t 2

H m (t ) H n (t ) dt = 0

t 2

H n2 (t ) dt = 2 n n!

if

mn

17.

n = 0,1, 2 L

18.

f (t ) =

< t <

H n (t )

n=0

Cn =

1
2 n n!

t 2

f (t ) H n (t ) dt

19.

te
k

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t 2

H n (t ) dt = 0

k = 0,1,L n 1

TABLE 22.1 Properties of the Hermite Polynomial (continued)

20.

te

2 t 2

H n2 (t ) dt = 2 n n! n +

21.

xe

n x2

Hn (tx ) dx =

22.

2 t 2

H n2 (t ) dt = 2

23.

a 2t 2

H 2 n (t ) dt =

25.

n+

d m H n (t )
2 m n!
=
H (t )
m
dt
(n m)! n m

24.

n 12

n!
Pn (t )
2

e t

+ 2 bt

m<n

2
(2n)! 1 a
2
n! a a

H n (t ) dt = (2b) n e b

a>0
n = 0,1, 2 L

References
Abramowitz, M. and I. S. Stegun, Handbook of Mathematical Functions, Dover Publications, Inc., New
York, NY, 1965.
Andrews, L. C., Special Functions for Engineers and Applied Mathematicians, MacMillan Publishing
Co. New York, NY. 1985.
Hochstadt, H., The Functions of Mathematical Physics, Dover Publications Inc., New York, NY, 1986.
McLachlan, N. W., Bessel Functions for Engineers, 2nd Edition, Oxford University Press, London 1961.
Sansone, G., Orthogonal Functions, Interscience Publishers, New York, NY., 1959.

1999 by CRC Press LLC