#This file was created by <bruno> Sun Feb 16 00:38:14 1997
#LyX 0.10 (C) 1995 1996 Matthias Ettrich and the LyX Team
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\layout Standard

The Hermite polynomials 
\begin_inset Formula  \( H_{n}(x) \)
\end_inset 

 are defined through 
\begin_inset Formula 
\[
H_{n}(x)=(-1)^{n}e^{x^{2}}\cdot \left( \frac{d}{dx}\right) ^{n}\left( e^{-x^{2}}\right) \]

\end_inset 


\layout Description

Theorem:
\layout Standard


\begin_inset Formula  \( H_{n}(x) \)
\end_inset 

 satisfies the recurrence relation
\layout Standard


\begin_inset Formula 
\[
H_{0}(x)=1\]

\end_inset 


\layout Standard


\begin_inset Formula 
\[
H_{n+1}(x)=2x\cdot H_{n}(x)-2n\cdot H_{n-1}(x)\]

\end_inset 

 for 
\begin_inset Formula  \( n\geq 0 \)
\end_inset 

 and the differential equation 
\begin_inset Formula  \( H_{n}^{''}(x)-2x\cdot H_{n}^{'}(x)+2n\cdot H_{n}(x)=0 \)
\end_inset 

 for all 
\begin_inset Formula  \( n\geq 0 \)
\end_inset 

.

\layout Description

Proof:
\layout Standard

Let 
\begin_inset Formula  \( F:=\sum ^{\infty }_{n=0}\frac{H_{n}(x)}{n!}z^{n} \)
\end_inset 

 be the exponential generating function of the sequence of polynomials.
 Then, because the Taylor series development theorem holds in formal power
 series rings (see [1], section 2.
16), we can simplify
\begin_inset Formula 
\begin{eqnarray*}
F & = & e^{x^{2}}\cdot \sum ^{\infty }_{n=0}\frac{1}{n!}\left( \frac{d}{dx}\right) ^{n}\left( e^{-x^{2}}\right) \cdot (-z)^{n}\\
 & = & e^{x^{2}}\cdot e^{-(x-z)^{2}}\\
 & = & e^{2xz-z^{2}}
\end{eqnarray*}

\end_inset 

It follows that 
\begin_inset Formula  \( \frac{d}{dz}F=(2x-2z)\cdot F \)
\end_inset 

.
 This is equivalent to the claimed recurrence.

\layout Standard
\cursor 190 
Starting from this equation, we compute a linear relation for the partial
 derivatives of 
\begin_inset Formula  \( F \)
\end_inset 

.
 Write 
\begin_inset Formula  \( \partial _{x}=\frac{d}{dx} \)
\end_inset 

 and 
\begin_inset Formula  \( \Delta _{z}=z\frac{d}{dz} \)
\end_inset 

.
 One computes
\begin_inset Formula 
\[
F=1\cdot F\]

\end_inset 


\begin_inset Formula 
\[
\partial _{x}F=2z\cdot F\]

\end_inset 


\begin_inset Formula 
\[
\partial _{x}^{2}F=4z^{2}\cdot F\]

\end_inset 


\begin_inset Formula 
\[
\Delta _{z}F=(2xz-2z^{2})\cdot F\]

\end_inset 


\begin_inset Formula 
\[
\partial _{x}\Delta _{z}F=(2z+4xz^{2}-4z^{3})\cdot F\]

\end_inset 


\begin_inset Formula 
\[
\Delta _{z}^{2}F=\left( 2x\cdot z+(4x^{2}-4)\cdot z^{2}-8x\cdot z^{3}+4\cdot z^{4}\right) \cdot F\]

\end_inset 

 Solve a homogeneous 
\begin_inset Formula  \( 5\times 6 \)
\end_inset 

 system of linear equations over 
\begin_inset Formula  \( Q(x) \)
\end_inset 

 to get 
\begin_inset Formula 
\[
(-2x)\cdot \partial _{x}F+\partial _{x}^{2}F+2\cdot \Delta _{z}F=0\]

\end_inset 

 This is equivalent to the claimed equation 
\begin_inset Formula  \( H_{n}^{''}(x)-2x\cdot H_{n}^{'}(x)+2n\cdot H_{n}(x)=0 \)
\end_inset 

.

\layout Bibliography

[1] Bruno Haible: D-finite power series in several variables.
 
\shape italic 
Diploma thesis, University of Karlsruhe, June 1989
\shape default 
.
 Sections 2.
15 and 2.
22.