Hermite functions
1 Locally convex spaces
If is a vector space and is a separating family of seminorms on , then there is a unique topology with which is a locally convex space and such that the collection of finite intersections of sets of the form
is a local base at .11 1 http://individual.utoronto.ca/jordanbell/notes/holomorphic.pdf, Theorem 1 and Theorem 4. We call this the topology induced by the family of seminorms. If is a separating family of seminorms, then
is a metric on that induces the same topology as the family of seminorms. If is a complete metric, then is called a Fréchet space.
2 Schwartz functions
For and , let
We define to be the set of those such that for all . is a complex vector space and each is a norm, and because each is a norm, a fortiori is a separating family of seminorms. With the topology induced by this family of seminorms, is a Fréchet space.22 2 Walter Rudin, Functional Analysis, second ed., p. 184, Theorem 7.4. As well, defined by
and defined by
are continuous linear maps.
3 Hermite functions
Let be Lebesgue measure on and let
With this inner product, is a separable Hilbert space. We write
For , define by
which is a polynomial of degree . are called Hermite polynomials. It can be shown that
(1) |
For ,
For , define by
are called Hermite functions. Then for ,
One proves that is an orthonormal basis for .33 3 http://individual.utoronto.ca/jordanbell/notes/gaussian.pdf, Theorem 8.
We remind ourselves that for ,44 4 http://individual.utoronto.ca/jordanbell/notes/completelymonotone.pdf, Lemma 5.
and by the dominated convergence theorem this yields
and so
(2) |
4 Mehler’s formula
We now prove Mehler’s formula for the Hermite functions.55 5 Sundaram Thangavelu, An Introduction to the Uncertainty Principle: Hardy’s Theorem on Lie Groups, p. 8, Proposition 1.2.1.
Theorem 1 (Mehler’s formula).
For with and for ,
Proof.
5 The Hermite operator
We define by
i.e.,
which is a continuous linear map , which we call the Hermite operator. is a dense linear subspace of the Hilbert space , and is a linear map, so is a densely defined operator in . For , integrating by parts,
showing that is symmetric. Furthermore, also integrating by parts,
so is a positive operator.
It is straightforward to check that each belongs to . For , we calculate that
and hence
i.e.
Therefore, for each , , and it follows that there is a unique bounded linear operator such that66 6 http://individual.utoronto.ca/jordanbell/notes/traceclass.pdf, Theorem 11.
(3) |
The operator norm of is
The Hermite functions are an orthonormal basis for , so for ,
For ,
from which it is immediate that is self-adjoint.
For ,
Therefore for ,
This means that for , is a Hilbert-Schmidt operator with Hilbert-Schmidt norm77 7 http://individual.utoronto.ca/jordanbell/notes/traceclass.pdf, §7.
6 Creation and annihilation operators
Taking the derivative of (1) with respect to gives
so and for , , i.e.
and so
i.e.
Furthermore, from its definition we calculate
i.e.
We define , called the annihilation operator, by
i.e.
which is a continuous linear map . For , we calculate
and , so .
We define , called the creation operator, by
i.e.
which is a continuous linear map . For , we calculate
Thus,
(4) |
For ,
Furthermore,
and
7 The Fourier transform
Define , for , by
For , by the dominated convergence theorem we have
i.e.
in other words,
(5) |
Also, by the dominated convergence theorem we obtain
in other words,
(6) |
For ,
(7) |
is an isomorphism of locally convex spaces .88 8 Walter Rudin, Functional Analysis, second ed., p. 186, Theorem 7.7. Using (7) and the Cauchy-Schwarz inequality
and using (6) and the fact that ,
and therefore
(8) |
We remind ourselves that
Using
we get
and
and
We now determine the Fourier transform of the Hermite functions.
Theorem 2.
For ,
Proof.
For , by induction, from we get
From (4),
Writing , it is a fact that
and using this with the above yields
∎
There is a unique Hilbert space isomorphism such that for all .99 9 Walter Rudin, Functional Analysis, second ed., p. 188, Theorem 7.9. For ,
and then
8 Asymptotics
For ,1010 10 N. N. Lebedev, Special Functions and Their Applications, p. 66, §4.14.
Using
we get
and thence
Thus, writing , satisfies the initial value problem
(9) |
Now, for , two linearly independent solutions of are and . The Wronskian of is , and using variation of parameters, if satisfies then there are such that
where
We calculate that the unique solution of the initial value problem , , , is
Therefore the unique solution of the initial value problem (9) is
where . If then
We calculate
i.e.
By Stirling’s approximation,
Thus for ,
Thangavelu states the following inequality and asymptotics without proof, and refers to Szegő and Muckenhoupt.1111 11 Sundaram Thangavelu, Lectures on Hermite and Laguerre Expansions, pp. 26–27, Lemma 1.5.1 and Lemma 1.5.2; Gábor Szegő, Orthogonal Polynomials; Benjamin Muckenhoupt, Mean convergence of Hermite and Laguerre series. II, Trans. Amer. Math. Soc. 147 (1970), 433–470, Lemma 15.
Lemma 3.
There are such that for ,
and
for .
Lemma 4.
For , , and ,
Theorem 5.
-
1.
for .
-
2.
for .
-
3.
for .
Rather than taking the th power of , one can instead take the th power of and integrate this with respect to Gaussian measure. Writing and taking to be the Hermite polynomial that is monic, now write
Larsson-Cohn1212 12 Lars Larsson-Cohn, -norms of Hermite polynomials and an extremal problem on Wiener chaos, Ark. Mat. 40 (2002), 134–144. proves that for there is an explicit such that
and for there is an explicit such that
This uses the asymptotic expansion of Plancherel and Rotach.1313 13 M. Plancherel and W. Rotach, Sur les valeurs asymptotiques des polynomes d’Hermite, Commentarii mathematici Helvetici 1 (1929), 227–254.