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v1

Article
SOME PROPERTIES OF THE HERMITE POLYNOMIALS AND THEIR
SQUARES AND GENERATING FUNCTIONS

FENG QI

Institute of Mathematics, Henan Polytechnic University, Jiaozuo City, Henan Province 454010,
China; College of Mathematics, Inner Mongolia University for Nationalities, Tongliao City,
Inner Mongolia Autonomous Region 028043, China; Department of Mathematics, College of
Science, Tianjin Polytechnic University, Tianjin City 300387, China

BAI-NI GUO

School of Mathematics and Informatics, Henan Polytechnic University, Jiaozuo City,

Henan Province 454010, China

Abstract. In the paper, the authors consider the generating functions of the Hermite polyno-
mials and their squares, present explicit formulas for higher order derivatives of the generating
functions of the Hermite polynomials and their squares, which can be viewed as ordinary differen-
tial equations or derivative polynomials, find differential equations that the generating functions
of the Hermite polynomials and their squares satisfy, and derive explicit formulas and recurrence
relations for the Hermite polynomials and their squares.

1. Introduction
It is well known that the Hermite polynomials Hn (x) can be generated by
∞
2 X tn
e2xt−t = Hn (x) . (1)
n=0
n!
The first six Hermite polynomials Hn (x) for 0 ≤ n ≤ 5 are
1, 2x, 2 2x2 − 1 , 4x 2x2 − 3 , 4 4x4 − 12x2 + 3 , 8x 4x4 − 20x2 + 15 .

In [3, p. 250], it was given that the squares Hn2 (x) for n ≥ 0 of the Hermite polynomials Hn (x) can
be generated by
∞
1 2x2 t X Hn2 (x) tn
√ exp = . (2)
1 − t2 1 + t n=0 2n n!

E-mail addresses: qifeng618@gmail.com, qifeng618@hotmail.com, bai.ni.guo@gmail.com, bai.ni.guo@hotmail.com.

2010 Mathematics Subject Classification. Primary 33C45; Secondary 11B83, 26A06, 26A09, 26A24, 33B10, 33C47,
34A05.
Key words and phrases. Hermite polynomial; square; generating function; higher order derivative; differential equa-tion;
derivative polynomial; explicit formula; recurrence relation.
This paper was typeset using AMS-LATEX.
1
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2 F. QI AND B.-N. GUO

In [5], the equation (2) was reformulated as

∞
1 xt X √
tn
√ exp = Hn2 x .
1 − t2 1 + t n=0 n!
Indeed, this is a typo and the corrected one should be
∞ p

1 xt X Hn2 x/2 tn
√ exp = . (3)
1 − t2 1 + t n=0 2n n!
After inductively arguing for nine pages, it was obtained in [5, Theorem 1] that the ordinary
differential equations
" n 2(n−i) #
(n)
X X ai,j (n, x)
F (t) = F (t)
i=0 j=n−i
(1 − t)i (1 + t)j
for n ≥ 0 have the same solution
1 xt
F (t) = F (t, x) = √ exp , (4)
1−t2 1 +t
where
1 1
a0,0 (0, x) = 1, a1,0 (1, x) = , a0,1 (1, x) = − ,
2 n 2
1
a0,2 (1, x) = x, a0,n (n, x) = − (2n − 1)!!,
2
and
2n−j−2i
X  k
1 (2j − 1)!!
ai,j (n, x) = −
2 (2j − 2k − 1)!!
k=0
  (5)
2i − 1
× ai−1,j−k (n − k − 1, x) + xai,j−k−2 (n − k − 1, x) .
2
From [5, Theorem 1] mentioned above, Theorems 2 and 3 in [5], which can be corrected as
n 2(n−i)
2
p
p

Hk+n x/2 Hr2
 
X X X
q k x/2
= (−1) (i + p − 1)p (j + q − 1)q ai,j (n, x)
2k+n i=0 j=n−i
p, q, r 2r
p+q+r=k

and
p
n 2(n−i)
Hn2 x/2 X X
= ai,j (n, x)
2n i=0 j=n−i
for k, n ≥ 0, were derived, where
(
x(x + 1)(x + 2) . . . (x + n − 1), n≥1
(x)n =
1, n=0
denotes the rising factorial and
 
n n!
=
k1 , k2 , . . . , km k1 !k2 ! · · · km !
is the multinomial coefficients.
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SOME PROPERTIES OF THE HERMITE POLYNOMIALS 3

It is clear that the quantities ai,j (n, x) in [5] were expressed by a recurrent relation and can not
be computed easily by hand and by computer softwares. We observe that, when k = 2n − j − 2i
and i + j = n, the quantity ai,j−k−2 (n − k − 1, x) in the recurrence relation (5) becomes
ai,j−k−2 (n − k − 1, x) = ai,j−(2n−j−2i)−2 (n − (2n − j − 2i) − 1, x)
= ai,2(i+j−n−1) (2i + j − n − 1, x) = ai,−2 (i − 1, x)
which implies that Theorem 1, consequently Theorems 2 and 3, in [5], are wrong.
2
In this paper, we will reconsider the generating functions e2tx−t and F (t) = F (t, x) defined
2
in (4), present explicit formulas for the nth derivatives of the functions F (t) and e2tx−t , which
can be viewed as ordinary differential equations or derivative polynomials [7], find more differential
2
equations that the functions F (t) and e2tx−t satisfy, and derive explicit formulas and recurrence
relations for the Hermite polynomials Hn (x) and their squares Hn2 (x).
The main results of this paper can be stated as the following theorems.
Theorem 1.1. For n ≥ 0, the nth derivative of the function F (t) = F (t, x) defined in (4) can be
computed by
( n n−m
dn F (t) (−1)n n! X (−1)m 1 X (−1)k (1 + t)k n − k − 1
=
d tn (1 + t)n m=0 m! (1 + t)m 2k m−1
k=0
" #! ) (6)
k
1 X (2` − 1)!!2` t2`
 
` m
× k x F (t),
t `! k − ` (1 − t2 )`
`=0

where 00 = 1 and pq = 0 for q > p ≥ 0.

Theorem 1.2. For n ≥ 0, the squares Hn2 (x) of the Hermite polynomials Hn (x) can be computed
by " #
n k n−k
X 1 + (−1)` (` − 1)!! n − ` − 1
k2
X
2 n n
Hn (x) = (−1) 2 n! (−1) x2k . (7)
k! 2 `!! k−1
k=0 `=0

Theorem 1.3. For n ≥ 0, the Hermite polynomials Hn (x) can be computed by

n
22k
 
n! X k
Hn (x) = (−1)n n (−1)k x2k−n (8)
2 k! n − k
k=0
2
and the nth derivative of their generating function e2xt−t can be computed by
2 n
dn e2xt−t 2k
 
2xt−t2 n! k2 k
X
=e (−1) (t − x)2k−n .
d tn 2n k! n − k
k=0

Theorem 1.4. For n ≥ 0, the Hermite polynomials Hn (x) and their derivatives Hn0 (x) satisfy
H00 (x) = 0,
Hn0 (x) = 2nHn−1 (x), (9)
and
0
Hn (x) = 2xHn−1 (x) − Hn−1 (x) (10)
for n ∈ N. Consequently,
Hn (x) = 2xHn−1 (x) − 2(n − 1)Hn−2 (x) (11)
for n ≥ 2.
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4 F. QI AND B.-N. GUO

Theorem 1.5. For n ≥ 0, the Hermite polynomials Hn (x) satisfy the recurrence relations
n
X 1 + (−1)n−k 2(n−k)/2 (2x)n
Hk (x) = (12)
2 (n − k)!!k! n!
k=0

and
n
1 + (−1)n
 
X n n!
(−1)n−k (2x)n−k Hk (x) = (−2)n/2 . (13)
k 2 n!!
k=0

For n ≥ 0, the squares Hn2 (x) of the Hermite polynomials Hn (x) satisfy the recurrence relations
n n
1 + (−1)n−k (n − k − 3)!! 2 (−1)` n − 1
 
X
n+1
X
`
H (x) = (−1) 2x2 (14)
2 (n − k)!!(2k)!! k `! `−1
k=0 `=0

and "n−k 
n  #
X (−1)k X 2` n − k − 1 2` 2 1 + (−1)n (n − 1)!!
x H k (x) = . (15)
2k k! `! `−1 2 n!!
k=0 `=0

2. Lemmas
In order to prove our main results, we need several lemmas below.
Lemma 2.1 ([2, p. 134, Theorem A] and [2, p. 139, Theorem C]). For n ≥ k ≥ 0, the Bell polyno-
mials of the second kind, or say, partial Bell polynomials, denoted by Bn,k (x1 , x2 , . . . , xn−k+1 ), are
defined by
n−k+1
Y  xi `i
X n!
Bn,k (x1 , x2 , . . . , xn−k+1 ) = Qn−k+1 .
i=1 `i ! i=1 i!
Pn i ∈{0}∪N
1≤i≤n,`
Pi=1 i`i =n
n
i=1 `i =k

The Faà di Bruno formula can be described in terms of the Bell polynomials of the second kind
Bn,k (x1 , x2 , . . . , xn−k+1 ) by
n
dn X
f (k) (h(t))Bn,k h0 (t), h00 (t), . . . , h(n−k+1) (t) .


n
f ◦ h(t) = (16)
dt
k=0

Lemma 2.2 ([2, p. 135]). For complex numbers a and b, we have

Bn,k abx1 , ab2 x2 , . . . , abn−k+1 xn−k+1 = ak bn Bn,k (x1 , x2 , . . . , xn−k+1 ).


(17)
Lemma 2.3 ([4, Theorem 4.1], [9, Eq. (2.8)], and [10, Section 3]). For 0 ≤ k ≤ n, the Bell
polynomials of the second kind Bn,k satisfy
 
1 n! k
Bn,k (x, 1, 0, . . . , 0) = n−k x2k−n . (18)
2 k! n − k
Lemma 2.4 ([2, p. 135, Theorem B] and [6, Theorem 1.1]). For n ≥ k ≥ 0, we have
 
n − 1 n!
Bn,k (1!, 2!, . . . , (n − k + 1)!) = . (19)
k − 1 k!
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SOME PROPERTIES OF THE HERMITE POLYNOMIALS 5

Lemma 2.5. For n ≥ k ≥ 0, the Bell polynomials of the second kind

Bn,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (n − k + 1)![1 − (−1)n−k+2 ]

satisfy
B2j+1,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (2j − k + 2)![1 − (−1)2j−k+3 ] = 0, 2j + 1 ≥ k, (20)

B2j,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (2j − k + 1)![1 − (−1)2j−k+2 ] = 0, 2j ≥ k > j ≥ 0, (21)

and
2k (2j)! j − 1
 
2 3 2j−k+2


B2j,k 1![1 − (−1) ], 2![1 − (−1) ], . . . , (2j − k + 1)![1 − (−1) ] = (22)
k! k−1
for j ≥ k ≥ 0. Equivalently and unifiedly,
2k−1 n! n2 − 1
 
Bn,k 1![1−(−1)2 ], 2![1−(−1)3 ], . . . , (n−k +1)![1−(−1)n−k+2 ] = [1+(−1)n ]


(23)
k! k−1
or
1 − (−1)n−k+2 1 + (−1)n n! n2 − 1
   
Bn,k 0, 2!, 0, 4!, 0, 6!, 0, 8!, 0, . . . , (n − k + 1)! = , (24)
2 2 k! k − 1
where  k−1
1 Y
(α − ` + 1), k∈N
 
α hαik 
= = k! `=0
k k! 

1, k=0
for arbitrary a ∈ C and k ≥ 0 and hαik is called the falling factorial.
Proof. In [2, p. 133], it was listed that
∞
!k ∞
1 X tm X tn
xm = Bn,k (x1 , x2 , . . . , xn−k+1 )
k! m=1 m! n!
n=k

for k ≥ 0. From this, it follows that

∞
X
tn
Bn,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (n − k + 1)![1 − (−1)n−k+2 ]
n!
n=k
" ∞ #k  2 k k
t2m 2k 2k

1 X t 1
= 2 · (2m)! = = − 1
k! m=1 (2m)! k! 1 − t2 k! 1 − t2
k ` k
2k X 2k X
   
k−` k 1 k−` k 1
= (−1) 2
= (−1) .
k! ` 1−t k! ` (1 − t2 )`
`=0 `=0

Further differentiating m ≥ k times and making use of (16), (17), and (18) yield
∞
X tn−m
Bn,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (n − k + 1)![1 − (−1)n−k+2 ] hnim


n=m
n!
k (m)
2k X
  
k 1
= (−1)k−`
k! ` (1 − t2 )`
`=0
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6 F. QI AND B.-N. GUO

k m  (p)
2k X
 X
k−` k 1
= (−1) Bm,p (−2t, −2, 0, . . . , 0)
k! ` p=0 u`
`=0
k k m
(−1)p h−`ip
 X
2 X
k−` k
= (−1) (−2)p Bm,p (t, 1, 0, . . . , 0)
k! ` p=0 u`+p
`=0
k m
2k X 2p h−`ip
 X  
k−` k 1 m! p
= (−1) t2p−m .
k! ` p=0 (1 − t2 )`+p 2m−p p! m − p
`=0

Taking t → 0 gives
Bm,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (m − k + 1)![1 − (−1)m−k+2 ]

k m
2k X 2p h−`ip m!
   
k X p
= (−1)k−` lim t2p−m
k! ` t→0 p=0 2m−p p! m − p
`=0

0,
 m = 2j + 1
k k  
= 2 X k (2j)!

 k! (−1)k−` h−`ij , m = 2j
` j!
`=0

0,
 m = 2j + 1
k k   
= k2
X k `+j−1
(−1) k! (2j)!
 (−1)` , m = 2j
` j
`=0
which is equivalent to (20) and
B2j,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (2j − k + 1)![1 − (−1)2j−k+2 ]

k
2k
  
X k `+j−1
= (−1)k (2j)! (−1)`
k! ` j
`=0
k
2k (2j)! j − 1
   
k2 k j−1
= (−1) (2j)!(−1) =
k! k−1 k! k−1
for j, k ≥ 0. The formulas (21) and (22) are thus proved.
It is straightforward to rewrite (20), (21), and (22) as either (23) or (24). The proof of Lemma 2.5
is complete. 
Remark 2.1. By the formula
Bn,k (x1 + y1 , x2 + y2 , . . . , xn−k+1 + yn−k+1 )
X X n
= B`,r (x1 , x2 , . . . , x`−r+1 )Bm,s (y1 , y2 , . . . , ym−s+1 )
`
r+s=k `+m=n

in [1, Example 2.6], [2, p. 136, Eq. [3n]], and [8, Lemma 5] and by the formulas (17) and (19), it
follows that
Bn,k 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (n − k + 1)![1 − (−1)n−k+2 ]

X X n
= B`,r (1!, 2!, . . . , (` − r + 1)!)Bm,s (−1!, 2!, . . . , (−1)m−s+1 (m − s + 1)!)
`
r+s=k `+m=n
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SOME PROPERTIES OF THE HERMITE POLYNOMIALS 7

X X n ` − 1  `!
= (−1)m Bm,s (1!, 2!, . . . , (m − s + 1)!)
` r − 1 r!
r+s=k `+m=n
    
X X
m n ` − 1 `! m − 1 m!
= (−1)
` r − 1 r! s − 1 s!
r+s=k `+m=n
k X
n    
X n n−``−1 n − ` − 1 `!(n − `)!
= (−1)
r=0 `=0
` r − 1 k − r − 1 r!(k − r)!
k n    
n! X X n−` k `−1 n−`−1
= (−1)
k! r=0 r r−1 k−r−1
`=0

which is not simpler than the nice expression (23).

3. Proofs of main results

Now we are in a position to prove our main results.

Proof of Theorem 1.1. By the formulas (16), (17), and (18), we obtain
k
dk d`
   
1 X 1
√ = √ Bk,` (−2t, −2, 0, . . . , 0)
d tk 1 − t2 d u` u
`=0
k  
X 1 1
= − `+1/2
(−2)` Bk,` (t, 1, 0, . . . , 0)
2 `u
`=0
k    
X 1 1 ` 1 k! `
= − (−2) k−` t2`−k (25)
2 ` (1 − t2 )`+1/2 2 `! k − `
`=0
k  
X (2` − 1)!! 1 ` 1 k! `
= 2 t2`−k
2` (1 − t 2 )`+1/2 2k−` `! k − `
`=0
k
k! X (2` − 1)!!2` t2`
 
1 `
=√ k
,
1 − t2 (2t) `! k − ` (1 − t2 )`
`=0

where u = u(t) = 1 − t2 .
Similarly, by the formulas (16), (17), and (19), we acquire
k
dk (−1)k−` (k − ` + 1)!
  X  
xt ` xv 1! −2!
exp = x e Bk,` , ,...,
d tk 1+t (1 + t)2 (1 + t)3 (1 + t)k−`+2
`=0
k
X (−1)k+`
= x` ext/(1+t) Bk,` (1!, 2!, . . . , (k − ` + 1)!) (26)
(1 + t)k+`
`=0
k k
(−1)` k − 1 x`
 
xt/(1+t) (−1) k!
X
=e ,
(1 + t)k `! ` − 1 (1 + t)`
`=0
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8 F. QI AND B.-N. GUO

t
where v = v(t) = 1+t . Making use of the above two results and employing the Leibniz rule yield

n  
dn F (t) X n dk
  n−k  
1 d xt
= √ exp
d tn k d tk 1 − t2 d tn−k 1+t
k=0
n   k
k! X (2` − 1)!!2` t2`
 
X n 1 `
= √
k=0
k 1 − t2 (2t)k `=0 `! k − ` (1 − t2 )`
n−k n−k
(n − k)! X (−1)` n − k − 1 x`
 
xt/(1+t) (−1)
×e
(1 + t)n−k `! `−1 (1 + t)`
`=0
xt/(1+t) n k
e n
(−1) n! X (−1)k (1 + t)k X (2` − 1)!!2`
= √
1 − t2 (1 + t)n k=0 (2t)k
`=0
`!
n−k
t2` X (−1)m n − k − 1 xm
 
`
×
k − ` (1 − t2 )` m=0 m! m−1 (1 + t)m
n k
(−1)n n! X (−1)k (1 + t)k X (2` − 1)!!2`
 
`
= F (t)
(1 + t)n 2k tk `! k−`
k=0 `=0
n−k
t2` X (−1)m n − k − 1 xm
×
(1 − t2 )` m=0 m! m−1 (1 + t)m
n n−m
(−1)n n! X (−1)m 1 X (−1)k (1 + t)k
= F (t)
(1 + t)n m=0 m! (1 + t)m 2k
k=0
" k
#!
1 X (2` − 1)!!2` t2`
   
n−k−1 `
× xm .
m−1 tk `! k − ` (1 − t2 )`
`=0

The formula (6) is thus proved. The proof of Theorem 1.1 is complete. 

Proof of Theorem 1.2. Since

(k)  ` (k)
t2`

1 1
= − − 1
(1 − t2 )` 2(t + 1) 2(t − 1)
k     
X
(p) 1! 1 1 2! 1 1
= w` Bk,p − − , − ,
p=0
2 (t + 1)2 (t − 1)2 2 (t + 1)3 (t − 1)3
 
(k − p + 1)! 1 1
. . . , (−1)k−p+1 −
2 (t + 1)k−p+2 (t − 1)k−p+2
k
(−1)k
    
X 1 1 1 1
= h`ip w`−p p Bk,p 1! − , 2! − ,
p=0
2 (t + 1)2 (t − 1)2 (t + 1)3 (t − 1)3
 
1 1
. . . , (k − p + 1)! −
(t + 1)k−p+2 (t − 1)k−p+2
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SOME PROPERTIES OF THE HERMITE POLYNOMIALS 9

k `−p
t2 (−1)k
   
X 1 1
= h`ip Bk,p 1! − ,
p=0
1 − t2 2p (t + 1)2 (t − 1)2
   
1 1 1 1
2! − , . . . , (k − p + 1)! −
(t + 1)3 (t − 1)3 (t + 1)k−p+2 (t − 1)k−p+2
(−1)k
Bk,` 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (k − ` + 1)![1 − (−1)k−`+2 ]


→ h`i` `
2
k `!
= (−1) ` Bk,` 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (k − ` + 1)![1 − (−1)k−`+2 ]


2
2
t 1 1
as t → 0, where w = w(t) = 1−t 2 = 2(t+1) − 2(t−1) − 1, employing the L’Hôspital rule and the

formula (23) leads to

" k
# k (k)
1 X (2` − 1)!!2` t2` 1 X (2` − 1)!!2` t2`
    
` `
lim k = lim
t→0 t `! k − ` (1 − t2 )` k! `! k − ` t→0 (1 − t2 )`
`=0 `=0
k
(−1)k X
 
`
Bk,` 1![1 − (−1)2 ], 2![1 − (−1)3 ], . . . , (k − ` + 1)![1 − (−1)k−`+2 ]


= (2` − 1)!!
k! k−`
`=0
k
(−1)k X `−1
k! k2 − 1
   
` k 2
= (2` − 1)!! [1 + (−1) ]
k! k−` `! `−1
`=0
k  k
2`−1 (2` − 1)!!
 
k k
X ` 2 −1
= (−1) [1 + (−1) ]
`! k−` `−1
`=0
k  k
1 + (−1)k X 22` (2` − 1)!! k k
 
=
` 2 − 1 = 1 + (−1) 2 (k − 1)!! . (27)
2 (2`)!! k−` `−1 2 k!!
`=0

Therefore, taking the limit t → on both sides of (6) yields

n n−m
dn F (t) (−1)m X (−1)k n − k − 1
X  
n
lim = (−1) n!
t→0 d tn m=0
m! 2k m−1
k=0
" k
#
1 X (2` − 1)!!2` t2`
 
`
× lim k xm
t→0 t `! k − ` (1 − t2 )`
`=0
n n−m
(−1)m X (−1)k n − k − 1 1 + (−1)k 2k (k − 1)!! m
X  
= (−1)n n! x
m=0
m! 2k m−1 2 k!!
k=0
n
"n−m  #
(−1)m X n − k − 1 1 + (−1)k (k − 1)!! m
X 
n
= (−1) n! x
m=0
m! m−1 2 k!!
k=0

which means by (3) that

p
n
"n−m #
Hn2 (−1)m X 1 + (−1)k (k − 1)!! n − k − 1

x/2 n
X
= (−1) n! xm , n ≥ 0.
2n m=0
m! 2 k!! m − 1
k=0

This can be rearranged as (7). The proof of Theorem 1.2 is complete. 

Preprints (www.preprints.org) | NOT PEER-REVIEWED | Posted: 29 November 2016 doi:10.20944/preprints201611.0145.v1

10 F. QI AND B.-N. GUO

Proof of Theorem 1.3. By the formulas (16), (17), and (18), we obtain
2 n
dn e2xt−t X
= (eu )(k) Bn,k (2x − 2t, −2, 0, . . . , 0)
d tn
k=0
n
X 2
= e2xt−t (−2)k Bn,k (t − x, 1, 0, . . . , 0)
k=0
n  
2xt−t2
X n! k k 1
=e (−2) n−k (t − x)2k−n
2 k! n − k
k=0
2 n
n! e2xt−t X 2k
 
k2 k
= n (−1) (t − x)2k ,
2 (t − x)n k! n − k
k=0

where u = u(t) = 2xt − t2 . Hence, we acquire

2
dn e2xt−t
Hn (x) = lim
t→0 d tn
2 n
e2xt−t X 2k
 
n! k2 k
= n lim (−1) (t − x)2k
2 t→0 (t − x)n k! n − k
k=0
n 2k
 
n! 1 X k2 k
= n (−1) (−x)2k
2 (−x)n k! n − k
k=0
n
22k
 
n! X k
= (−1)n n (−1)k x2k−n .
2 k! n − k
k=0

The formula (8) follows. This formula can also be derived similarly by considering
n  n
2 d d
−x2 x2 /2 2
Hn (x) = (−1)n ex e or H n (x) = e x − e−x /2 .
d xn dx
The proof of Theorem 1.3 is complete. 

Proof of Theorem 1.4. Differentiating with respect to x on both sides of (1) yields
∞
2 X tn
2te2xt−t = Hn0 (x) ,
n=0
n!
∞ ∞
X tn X tn
2t Hn (x) = Hn0 (x) ,
n=0
n! n=0 n!
∞ ∞
X tn+1 X tn
2Hn (x) = Hn0 (x) ,
n=0
n! n=0
n!
∞ ∞
X tn X tn
2Hn−1 (x) = Hn0 (x) .
n=1
(n − 1)! n=0 n!

Hence, it follows that H00 (x) = 0 and the formula (9) is valid.
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SOME PROPERTIES OF THE HERMITE POLYNOMIALS 11

Differentiating with respect to x on both sides of (2) gives

∞
4xt 1 2x2 t X 2Hn (x)Hn0 (x) tn
√ exp = ,
1 + t 1 − t2 1 + t n=0 2n n!
∞ ∞
2xt X Hn2 (x) tn X Hn (x)Hn0 (x) tn
n
= ,
1 + t n=0 2 n! n=0 2n n!
∞ ∞
X Hn2 (x) tn X Hn (x)Hn0 (x) tn
2xt n
= (1 + t) ,
n=0
2 n! n=0
2n n!
∞ ∞ ∞
X 2xHn2 (x) tn+1 X Hn (x)Hn0 (x) tn X Hn (x)Hn0 (x) tn+1
= + ,
n=0
2n n! n=0
2n n! n=0 2n n!
∞ 2 ∞ ∞ 0
X 2xHn−1 (x) tn X Hn (x)Hn0 (x) tn X Hn−1 (x)Hn−1 (x) tn
= + .
n=1
2n−1 (n − 1)! n=0 2n n! n=1 2n−1 (n − 1)!
This means that H00 (x) = 0 and
2 0
2xHn−1 (x) tn Hn (x)Hn0 (x) tn Hn−1 (x)Hn−1 (x) tn
n−1
= n
+ n−1
2 (n − 1)! 2 n! 2 (n − 1)!
for n ∈ N, which can be simplified as
Hn (x)Hn0 (x) = 2nHn−1 (x) 2xHn−1 (x) − Hn−1
0
 
(x)
Combining this with (9) derives the formula (10).
Substituting (9) into (10) results in (11) readily. The proof of Theorem 1.4 is complete. 
2 2
Proof of Theorem 1.5. It is easy to see that et e2xt−t = e2xt . Differentiating with respect to t on
both sides of this equation and utilizing (16), (17), and (18) give
n   n−k t2 k 2xt−t2
X n d e d e
n−k
= (2x)n e2xt ,
k dt d tk
k=0
n n−k 2
dk e2xt−t

X n X 2 
et Bn−k,` (2t, 2, 0, . . . , 0) = (2x)n e2xt ,
k d tk
k=0 `=0
n   n−k   k 2xt−t2
t2
X n X
` 1 (n − k)! ` 2`−n+k d e
e 2 n−k−` t = (2x)n e2xt ,
k 2 `! n−k−` d tk
k=0 `=0
n   n−k k 2xt−t2
n (n − k)! X 22`
 
t2
X ` 2`−n+k d e
e t = (2x)n e2xt .
k 2n−k `! n − k − ` d tk
k=0 `=0
Further taking the limit t → 0 yields
n   2
X n (n − k)! 1 + (−1)n−k 23(n−k)/2 dk e2xt−t
lim = (2x)n ,
k 2n−k 2 (n − k)!! t→0 d tk
k=0
n
X 1 + (−1)n−k 2(n−k)/2
n! Hk (x) = (2x)n .
2 (n − k)!!k!
k=0

The recurrence relation (12) is thus proved.

Preprints (www.preprints.org) | NOT PEER-REVIEWED | Posted: 29 November 2016 doi:10.20944/preprints201611.0145.v1

12 F. QI AND B.-N. GUO

2 2
Similarly, from e−2xt e2xt−t = e−t , it follows that
n   2 n
X n dk e2xt−t X 2
(−2x)n−k e−2xt k
= e−t Bn,k (−2t, −2, 0, . . . , 0),
k dt
k=0 k=0
n
X n   k 2xt−t2 n  
d e X
−t2 k 1 n! k
(−2x)n−k e−2xt = e (−2) t2k−n ,
k d tk 2n−k k! n − k
k=0 k=0

and, as t → 0,
n   n
23k n!
 
X n 1 X k
(−2x)n−k Hk (x) = lim n (−1)k t2k−n .
k t→0 2 (2k)!! n − k
k=0 k=0

The recurrence relation (13) is thus proved.

Similarly, since
p 1 2x2 t 2x2 t
1 − t2 √ exp = exp
1−t 2 1+t 1+t
and
−2x2 t 1 2x2 t 1
exp √ exp =√ ,
1+t 1−t 2 1+t 1 − t2
by (25), (26), (18), the formula
(k) X k  
p 1
1 − t2 = u1/2−` Bk,` (−2t, −2, 0, . . . , 0)
2 `
`=0
k
X (−1)`−1 (2` − 3)!!
1/2−`
= 1 − t2 (−2)` Bk,` (t, 1, 0, . . . , 0)
2`
`=0
k  
X 1 k!
2 1/2−` `
t2`−k


=− (2` − 3)!! 1 − t
2k−` `! k − `
`=0
k
k! (1 − t2 )1/2 X 2` t2`
 
`
=− k (2` − 3)!! ,
2 tk `! k − ` (1 − t2 )`
`=0

and by the Leibniz rule for differentiation, it follows that

n   p (k)  (n)
X n (n−k)  1 2x2 t 2x2 t
1−t 2 √ exp = exp ,
k 1 − t2 1+t 1+t
k=0
n   n−k (k)
n (n − k)! (1 − t2 )1/2 X 2` t2` 2x2 t
  
X ` 1
− (2` − 3)!! √ exp
k 2n−k tn−k `! n − k − ` (1 − t2 )` 1 − t2 1+t
k=0 `=0
n
(−1)n n! X (−1)` n − 1 (2x2 )`
 
2
= e2x t/(1+t)
(1 + t)n `! ` − 1 (1 + t)`
`=0

and
n   (n−k)  (k) (n)
−2x2 t 2x2 t

X n 1 1
exp √ exp = √ ,
k 1+t 1 − t2 1+t 1 − t2
k=0
Preprints (www.preprints.org) | NOT PEER-REVIEWED | Posted: 29 November 2016 doi:10.20944/preprints201611.0145.v1

SOME PROPERTIES OF THE HERMITE POLYNOMIALS 13

n   n−k n−k (k)

(n − k)! X (−1)` n − k − 1 (−2x2 )` 2x2 t
  
X n −2x2 t/(1+t) (−1) 1
e √ exp
k (1 + t)n−k `! `−1 (1 + t)` 1 − t2 1+t
k=0 `=0
n
(2` − 1)!!2` t2`
 
1 n! X `
=√ .
1 − t2 (2t)n `=0
`! n − ` (1 − t2 )`

Further taking the limit t → 0 results in

n  
" n−k
#
2` t2` Hk2 (x)
 
X n (n − k)! 1 X `
− lim (2` − 3)!!
k 2n−k t→0 tn−k `! n − k − ` (1 − t2 )` 2k
k=0 `=0
n
(−1)` n − 1
 
n
X
`
= (−1) n! 2x2 (28)
`! `−1
`=0

and
n   n−k
X (−1)` n − k − 1
X n n−k

` Hk2 (x)
(−1) (n − k)! −2x2
k `! `−1 2k
k=0 `=0
" n
#
1 X (2` − 1)!!2` t2`
 
`
= n! lim . (29)
t→0 (2t)n `! n − ` (1 − t2 )`
`=0

Substituting (27) into (28) and (29) acquires the recurrence relations (14) and (15). The proof of
Theorem 1.5 is complete. 

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14 F. QI AND B.-N. GUO

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