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Hermite polynomials                       297
                                                     1  k     á kÿá kÿá k‡á
                                                    X X   (ÿ1) 2   î    s
                                            g(î, s) ˆ
                                                               á!(k ÿ á)!
                                                    kˆ0 áˆ0
                                                        n
                        We next collect all the coef®cients of s for an arbitrary n, so that k ‡ á ˆ n, and
                        replace the summation over k by a summation over n. When k ˆ n, the index á equals
                        zero; when k ˆ n ÿ 1, the index á equals one; when k ˆ n ÿ 2, the index á equals
                        two; and so on until we have k ˆ n ÿ M and á ˆ M. Since the index á runs from 0 to
                        k so that á < k, this ®nal term gives M < n ÿ M or M < n=2. Thus, for k ‡ á ˆ n,
                        the summation over á terminates at á ˆ M with M ˆ n=2 for n even and M ˆ
                        (n ÿ 1)=2 for n odd. The result of this resummation is
                                                     1  M      á nÿ2á nÿ2á
                                                    X X    (ÿ1) 2   î     n
                                            g(î, s) ˆ                     s
                                                             á!(n ÿ 2á)!
                                                    nˆ0 áˆ0
                                                                                     n
                          Since the Hermite polynomial H n (î) divided by n! is the coef®cient of s in the
                        expansion (D.1) of g(î, s), we have
                                                        M         á
                                                       X      (ÿ1)      nÿ2á
                                                    n
                                           H n (î) ˆ 2 n!              î                   (D:4)
                                                           2á
                                                          2 á!(n ÿ 2á)!
                                                       áˆ0
                        We note that H n (î) is an odd or even polynomial in î according to whether n is odd or
                                                                               n
                        even and that the coef®cient of the highest power of î in H n (î)is 2 .
                          Expression (D.4) is useful for obtaining the series of Hermite polynomials, the ®rst
                        few of which are
                                                                  3
                                      H 0 (î) ˆ 1       H 3 (î) ˆ 8î ÿ 12î
                                                                         2
                                                                   4
                                      H 1 (î) ˆ 2î      H 4 (î) ˆ 16î ÿ 48î ‡ 12
                                               2
                                                                   5
                                                                          3
                                      H 2 (î) ˆ 4î ÿ 2  H 5 (î) ˆ 32î ÿ 160î ‡ 120î
                        Recurrence relations
                        We next derive some recurrence relations for the Hermite polynomials. If we
                        differentiate equation (D.1) with respect to s, we obtain
                                                            1         nÿ1
                                                           X         s
                                                        2
                                                    2îsÿs
                                            2(î ÿ s)e    ˆ     H n (î)
                                                                    (n ÿ 1)!
                                                            nˆ1
                        The ®rst term (n ˆ 0) in the summation on the right-hand side vanishes because it is
                        the derivative of a constant. The exponential on the left-hand side is the generating
                        function g(î, s), for which equation (D.1) may be used to give
                                                  1       n    1         nÿ1
                                                 X        s   X         s
                                          2(î ÿ s)  H n (î)  ˆ   H n (î)
                                                          n!           (n ÿ 1)!
                                                 nˆ0          nˆ1
                        Since this equation is valid for all values of s with jsj , 1, we may collect terms
                                                                   n
                        corresponding to the same power of s, for example s , and obtain
                                              2îH n (î)  2H nÿ1 (î)  H n‡1 (î)
                                                     ÿ          ˆ
                                                 n!     (n ÿ 1)!     n!
                        or
                                            H n‡1 (î) ÿ 2îH n (î) ‡ 2nH nÿ1 (î) ˆ 0        (D:5)
                        This recurrence relation may be used to obtain a Hermite polynomial when the two
                        preceding polynomials are known.
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