Integral involving Hermite polynomials

In summary: I'll just double check that you've got the correct coefficients.In summary, the Hermite polynomials may be defined by the generating functione^{2hx-h^2} = \sum_{n=0}^{\infty}H_n(x)\frac{h^n}{n!}Evaluate\int^{\infty}_{-\infty} e^{-x^2/2}H_n(x) dxwhich should be from -infinity to infinity.
  • #1
capandbells
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Homework Statement


The Hermite polynomials [tex]H_n(x)[/tex] may be defined by the generating function
[tex]e^{2hx-h^2} = \sum_{n=0}^{\infty}H_n(x)\frac{h^n}{n!}[/tex]

Evaluate
[tex]\int^{\infty}_{-\infty} e^{-x^2/2}H_n(x) dx[/tex]
(this should be from -infinity to infinity, but for some reason the latex won't work!)

Homework Equations


Given.

The Attempt at a Solution


I know that for odd [tex]n[/tex], this integral is 0, but I have no idea how to evaluate it. I know that the Hermite polynomials are orthogonal with respect to the given weight function, but I don't think I can use that for this integral (also, that's not in my book, I just found it on wikipedia). I'm assuming I need to use the generating function to derive my answer somehow, but I can't imagine how I would do that.
 
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  • #2
I haven't worked this problem out yet, but I'd try looking at

[tex]\int^{\infty}_{-\infty} e^{-x^2/2}e^{2hx-h^2}\,dx= \int^{\infty}_{-\infty} e^{-x^2/2}\sum_{n=0}^{\infty}H_n(x)\frac{h^n}{n!}\,dx[/tex]

See if you can work out the lefthand side.
 
  • #3
vela said:
I haven't worked this problem out yet, but I'd try looking at

[tex]\int^{\infty}_{-\infty} e^{-x^2/2}e^{2hx-h^2}\,dx= \int^{\infty}_{-\infty} e^{-x^2/2}\sum_{n=0}^{\infty}H_n(x)\frac{h^n}{n!}\,dx[/tex]

See if you can work out the lefthand side.
Huh, I didn't even think of that. I'll try it and report back. Thank you so much!
 
  • #4
I can't get anywhere with that integral. The best alternatives I've come up with have been repeatedly integrating by parts or using a recursion relation derived from the generating function, but I can't get either of those to work out. I'm almost positive I'm supposed to use the recursion relation ([tex]H_{n+1} = 2xH_n - 2nH_{n-1}[/tex]), since I derived it in an earlier problem and the book has basically no other information on Hermite polynomials. I thought I could mash the integral into the gamma function by reducing the integral to powers of x times the exponential (and in fact I still think I can, and that this is roughly the right way to do it), but I can't make it work.
 
  • #5
The integral on the LHS is Gaussian if you complete the square in the exponent.
 
  • #6
Thanks. I've never heard of a gaussian integral before. So now I've got

[tex]\sqrt{2\pi}e^{h^2} = \sum_{n}^{\infty}\frac{h^n}{n!}I[/tex]
where I is the integral I'm trying to get.
Expanding the exponential on the LHS I get a series in powers of [tex]h^{2n}[/tex]. Is it kosher to simply rewrite that as [tex]\sum_{n=0}{\infty}\frac{h^n}{(n/2)!}[/tex]? If it is, equating coefficients gives [tex]I = \frac{\sqrt{2\pi}}{(n/2)!}[/tex]
Does that look right?
 
  • #7
The LHS is a series in even powers. Write the RHS in terms of two sums, one in even powers and the other in odd powers. You want to make sure that you're matching the correct indices in order to read off the coefficients properly.

Edit: What you write looks reasonable, but I'm too lazy to check factors of 2!
 

Related to Integral involving Hermite polynomials

What are Hermite polynomials?

Hermite polynomials are a set of orthogonal polynomials that arise in the solution of differential equations. They are named after the French mathematician Charles Hermite who first studied them.

What is an integral involving Hermite polynomials?

An integral involving Hermite polynomials is a mathematical expression that involves the integration of a function multiplied by one or more Hermite polynomials. These integrals are often used in physics and engineering to solve problems related to quantum mechanics, statistical mechanics, and signal processing.

How are Hermite polynomials related to the Gaussian distribution?

Hermite polynomials play a key role in the study of the Gaussian distribution, also known as the normal distribution. This is because the Hermite polynomials are related to the coefficients in the power series expansion of the Gaussian function.

What is the significance of Hermite polynomials in approximation theory?

Hermite polynomials are important in approximation theory because they provide a way to approximate a complicated function with a simpler one. This is useful in numerical analysis and computer science, where approximations are often used to simplify complex calculations.

How are Hermite polynomials calculated?

Hermite polynomials can be calculated using a recurrence relation, which expresses each polynomial in terms of its predecessors. Alternatively, they can be obtained from the Rodrigues formula, which is a closed-form expression involving derivatives. Additionally, Hermite polynomials can be generated using the Gram-Schmidt process or by using generating functions.

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