Recently a friend of mine made a short document with regards to the Hermite polynomials and the quantum harmonic oscillator. He suggested me to publish it on my website(Spanish)[1], this motivated me to study a little about the Hermite polynomials and then make my own text about them.
Yesterday I uploaded to the arXiv my manuscript “A digression on Hermite polynomials“. Since I have mostly seen these polynomials applied to quantum mechanics, I decided to emphasize the document and this post on other areas of application with a small bias on its probabilistic usage. There and here, I survey some general properties of the polynomials and in the end, some applications to the theory of polynomials, probability, and combinatorics are shown. Most of the content is well-known, except for a few sections where I added my own work to the subject, nevertheless, everything is meant to be self-contained.
1. A general overview of the polynomials
We start with the definition of the polynomials and some details regarding the notation. Afterward, we pursue a construction and an explicit expression for them.