Can you help me prove the integral for Hermite polynomials?

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SUMMARY

The integral of the product of Hermite polynomials, specifically \(\int dx H_m(x)H_m(x)e^{-2x^2}\), can be approached using the generating function \(g(x,t) = \exp(-t^2+2tx)\). This method allows for the expression of the integral in terms of a summation that aligns with the calculated results from Mathematica, yielding \((2m-1)!\sqrt{\frac{\pi}{2}}\) for \(m=0,1,2,3,4,5\). Further simplification to derive the factorial result remains an open question in the discussion.

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Gabriel Maia
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Hi. I'm off to solve this integral and I'm not seeing how

\int dx Hm(x)Hm(x)e^{-2x^2}

Where Hm(x) is the hermite polynomial of m-th order. I know the hermite polynomials are a orthogonal set under the distribution exp(-x^2) but this is not the case here.

Using Hm(x)=(-1)^m e^{x^2}\frac{d^m}{dx^m}e^{-x^2} I was able to rewrite the integral as

\int \left(\frac{d^m}{dx^m}e^{-x^2}\right)^2 dx

I have calculated this integral for m=0,1,2,3,4,5 with mathematica and the result seems to be (2m-1)!\sqrt{\frac{\pi}{2}} but I need to prove it formally. Can you help me?


Thank you.
 
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I haven't worked this out completely, but I'll suggest you try using the generating function
$$g(x,t) = \exp(-t^2+2tx) = \sum_{n=0}^\infty H_n(x)\frac{t^n}{n!}$$
 
Using the generating function, it was pretty straightforward to show that
$$\int H_m(x)H_m(x) e^{-2x^2}\,dx = \sum_{m=2p+q} \frac{1}{q!}\left(\frac{m!}{p!2^p}\right)^2,$$ which appears to reproduce the result you found. I don't see how to simplify that sum to ##(2m-1)!## however.
 
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