Hermite functions

Jordan Bell
September 9, 2015

1 Locally convex spaces

If V is a vector space and {pα:α∈A} is a separating family of seminorms on V, then there is a unique topology with which V is a locally convex space and such that the collection of finite intersections of sets of the form

{v∈V:pα⁢(v)<ϵ},α∈A,ϵ>0

is a local base at 0.11 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 {pn:n≥0} is a separating family of seminorms, then

d⁢(v,w)=∑n=0∞2-n⁢pn⁢(v-w)1+pn⁢(v-w),v,w∈V,

is a metric on V that induces the same topology as the family of seminorms. If d is a complete metric, then V is called a Fréchet space.

2 Schwartz functions

For ϕ∈C∞⁢(ℝ,ℂ) and n≥0, let

pn⁢(ϕ)=sup0≤k≤n⁡supu∈ℝ⁡(1+u2)n/2⁢|ϕ(k)⁢(u)|.

We define 𝒮 to be the set of those ϕ∈C∞⁢(ℝ,ℂ) such that pn⁢(ϕ)<∞ for all n≥0. 𝒮 is a complex vector space and each pn is a norm, and because each pn is a norm, a fortiori {pn:n≥0} is a separating family of seminorms. With the topology induced by this family of seminorms, 𝒮 is a Fréchet space.22 2 Walter Rudin, Functional Analysis, second ed., p. 184, Theorem 7.4. As well, D:𝒮→𝒮 defined by

(D⁢ϕ)⁢(x)=ϕ′⁢(x),x∈ℝ

and M:𝒮→𝒮 defined by

(M⁢ϕ)⁢(x)=x⁢ϕ⁢(x),x∈ℝ

are continuous linear maps.

3 Hermite functions

Let λ be Lebesgue measure on ℝ and let

(f,g)L2=∫ℝf⁢g¯⁢𝑑λ.

With this inner product, L2⁢(λ) is a separable Hilbert space. We write

|f|L22=(f,f)L2=∫ℝ|f|2⁢𝑑λ.

For n≥0, define Hn:ℝ→ℝ by

Hn⁢(x)=(-1)n⁢ex2⁢Dn⁢e-x2,

which is a polynomial of degree n. Hn are called Hermite polynomials. It can be shown that

exp⁡(2⁢z⁢x-z2)=∑n=0∞1n!⁢Hn⁢(x)⁢zn,z∈ℂ. (1)

For m,n≥0,

∫ℝHm⁢(x)⁢Hn⁢(x)⁢e-x2⁢𝑑λ⁢(x)=2n⁢n!⁢π⁢δm,n.

For n≥0, define hn:ℝ→ℝ by

hn⁢(x)=(2n⁢n!⁢π)-1/2⁢e-x2/2⁢Hn⁢(x)=(-1)n⁢(2n⁢n!⁢π)-1/2⁢ex2/2⁢Dn⁢e-x2.

hn are called Hermite functions. Then for m,n≥0,

(hm,hn)L2=∫ℝhm⁢(x)⁢hn⁢(x)⁢𝑑λ⁢(x)=δm,n.

One proves that {hn:n≥0} is an orthonormal basis for (L2⁢(λ),(⋅,⋅)L2).33 3 http://individual.utoronto.ca/jordanbell/notes/gaussian.pdf, Theorem 8.

We remind ourselves that for x∈ℝ,44 4 http://individual.utoronto.ca/jordanbell/notes/completelymonotone.pdf, Lemma 5.

e-x2=2-1⁢π-1/2⁢∫ℝe-y2/4⁢e-i⁢x⁢y⁢𝑑y,

and by the dominated convergence theorem this yields

Dn⁢e-x2=2-1⁢π-1/2⁢∫ℝ(-i⁢y)n⁢e-y2/4⁢e-i⁢x⁢y⁢𝑑y,

and so

hn⁢(x)=(2n⁢n!⁢π)-1/2⁢ex2/2⋅2-1⁢π-1/2⁢∫ℝ(i⁢y)n⁢e-y2/4⁢e-i⁢x⁢y⁢𝑑y. (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 z∈ℂ with |z|<1 and for x,y∈ℝ,

∑n=0∞hn⁢(x)⁢hn⁢(y)⁢zn=π-1/2⁢(1-z2)-1/2⁢exp⁡(-12⋅1+z21-z2⁢(x2+y2)+2⁢z1-z2⁢x⁢y).
Proof.

Using (2),

∑n=0∞hn⁢(x)⁢hn⁢(y)⁢zn=∑n=0∞π2n⁢n!⁢e(x2+y2)/2⁢zn⁢(∫ℝ(2⁢π⁢i⁢ξ)n⁢e-π2⁢ξ2⁢e-2⁢π⁢i⁢x⁢ξ⁢𝑑ξ)⁢(∫ℝ(2⁢π⁢i⁢ζ)n⁢e-π2⁢ζ2⁢e-2⁢π⁢i⁢y⁢ζ⁢𝑑ζ)=π⁢e(x2+y2)/2⁢∫ℝ∫ℝe-π2⁢ξ2-π2⁢ζ2-2⁢π⁢i⁢x⁢ξ-2⁢π⁢i⁢ζ⁢y⁢∑n=0∞(-2⁢π2⁢ξ⁢ζ⁢z)nn!⁢d⁢ξ⁢d⁢ζ=π⁢e(x2+y2)/2⁢∫ℝ∫ℝe-π2⁢ξ2-π2⁢ζ2-2⁢π⁢i⁢x⁢ξ-2⁢π⁢i⁢ζ⁢y⁢e-2⁢π2⁢ξ⁢ζ⁢z⁢𝑑ξ⁢𝑑ζ.

Now, writing a=i⁢yπ+ξ⁢z, we calculate

∫ℝe-π2⁢ζ2-2⁢π⁢i⁢ζ⁢y-2⁢π2⁢ξ⁢ζ⁢z⁢𝑑ζ =∫ℝe-π2⁢(ζ+a)2+π2⁢a2⁢𝑑ζ
=1π⁢eπ2⁢a2
=1π⁢exp⁡(-y2+2⁢π⁢i⁢y⁢ξ⁢z+π2⁢ξ2⁢z2).

Then, for α=(1-z2)⁢π2,

∑n=0∞hn⁢(x)⁢hn⁢(y)⁢zn=e(x2+y2)/2⁢∫ℝe-π2⁢ξ2-2⁢π⁢i⁢x⁢ξ-y2+2⁢π⁢i⁢y⁢ξ⁢z+π2⁢ξ2⁢z2⁢𝑑ξ=e(x2-y2)/2⁢∫ℝe-α⁢ξ2-2⁢π⁢i⁢(x-y⁢z)⁢ξ⁢𝑑ξ=e(x2-y2)/2⁢πα⁢exp⁡(-π2α⁢(x-y⁢z)2)=π-1/2⁢e(x2-y2)/2⁢(1-z2)-1/2⁢exp⁡(-(x-y⁢z)21-z2)=π-1/2⁢(1-z2)-1/2⁢exp⁡(-x21-z2+2⁢x⁢y⁢z1-z2-y2⁢z21-z2+x22-y22)=π-1/2⁢(1-z2)-1/2⁢exp⁡(-12⁢1+z21-z2⁢(x2+y2)+2⁢z1-z2⁢x⁢y).

∎

5 The Hermite operator

We define A:𝒮→𝒮 by

(A⁢ϕ)⁢(x)=-ϕ′′⁢(x)+(x2+1)⁢ϕ⁢(x),x∈ℝ,

i.e.,

A=-D2+M2+1,

which is a continuous linear map 𝒮→𝒮, which we call the Hermite operator. 𝒮 is a dense linear subspace of the Hilbert space L2⁢(λ), and A:𝒮→𝒮 is a linear map, so A is a densely defined operator in L2⁢(λ). For ϕ,ψ∈𝒮, integrating by parts,

(A⁢ϕ,ψ)L2 =∫ℝ(-ϕ′′⁢(x)+(x2+1)⁢ϕ⁢(x))⁢ψ⁢(x)¯⁢𝑑λ⁢(x)
=∫ℝ-ϕ′′⁢(x)⁢ψ⁢(x)¯⁢d⁢λ⁢(x)+∫ℝ(x2+1)⁢ϕ⁢(x)⁢ψ⁢(x)¯⁢𝑑λ⁢(x)
=∫ℝ-ϕ⁢(x)⁢ψ′′⁢(x)¯⁢d⁢λ⁢(x)+∫ℝ(x2+1)⁢ϕ⁢(x)⁢ψ⁢(x)¯⁢𝑑λ⁢(x)
=(ϕ,A⁢ψ)L2,

showing that A:𝒮→𝒮 is symmetric. Furthermore, also integrating by parts,

(A⁢ϕ,ϕ)L2=∫ℝ(ϕ′⁢(x)⁢ϕ′⁢(x)¯+(x2+1)⁢ϕ⁢(x)⁢ϕ⁢(x)¯)⁢𝑑λ⁢(x)≥0,

so A is a positive operator.

It is straightforward to check that each hn belongs to 𝒮. For n≥0, we calculate that

hn′′⁢(x)+(2⁢n+1-x2)⁢hn⁢(x)=0,

and hence

(A⁢hn)⁢(x)=(2⁢n+1-x2)⁢hn⁢(x)+x2⁢hn⁢(x)+hn⁢(x)=(2⁢n+2)⁢hn⁢(x),

i.e.

A⁢hn=(2⁢n+2)⁢hn.

Therefore, for each hn, A-1⁢hn=12⁢n+2⁢hn, and it follows that there is a unique bounded linear operator T:L2⁢(λ)→L2⁢(λ) such that66 6 http://individual.utoronto.ca/jordanbell/notes/traceclass.pdf, Theorem 11.

T⁢hn=A-1⁢hn=(2⁢n+2)-1⁢hn,n≥0. (3)

The operator norm of T is

∥T∥=supn≥0⁡12⁢n+2=12.

The Hermite functions are an orthonormal basis for L2⁢(λ), so for f∈L2⁢(λ),

f=∑n=0∞(f,hn)L2⁢hn.

For f,g∈L2⁢(λ),

(T⁢f,g)L2 =(∑n=0∞(f,hn)L2⁢T⁢hn,∑n=0∞(g,hn)L2⁢hn)L2
=(∑n=0∞(f,hn)L2⁢(2⁢n+2)-1⁢hn,∑n=0∞(g,hn)L2⁢hn)L2
=∑n=0∞(2⁢n+2)-1⁢(f,hn)L2⁢(g,hn)L2¯,

from which it is immediate that T is self-adjoint.

For p≥0,

|Tp⁢hn|L22=|(2⁢n+2)-p⁢hn|L22=(2⁢n+2)-2⁢p⁢|hn|L22=(2⁢n+2)-2⁢p.

Therefore for p≥1,

∑n=0∞|Tp⁢hn|L22=∑n=0∞(2⁢n+2)-2⁢p=2-2⁢p⁢∑m=1∞m-2⁢p=2-2⁢p⁢ζ⁢(2⁢p).

This means that for p≥1, Tp is a Hilbert-Schmidt operator with Hilbert-Schmidt norm77 7 http://individual.utoronto.ca/jordanbell/notes/traceclass.pdf, §7.

∥Tp∥HS=2-p⁢ζ⁢(2⁢p).

6 Creation and annihilation operators

Taking the derivative of (1) with respect to x gives

2⁢∑n=0∞1n!⁢Hn⁢(x)⁢zn+1=∑n=0∞1n!⁢Hn′⁢(x)⁢zn,

so H0′=0 and for n≥1, 1n!⁢Hn′⁢(x)=1(n-1)!⁢2⁢Hn-1⁢(x), i.e.

Hn′=2⁢n⁢Hn-1,

and so

hn′⁢(x)=(2⁢n)1/2⁢hn-1⁢(x)-x⁢hn⁢(x),

i.e.

D⁢hn=(2⁢n)1/2⁢hn-1-M⁢hn.

Furthermore, from its definition we calculate

hn′⁢(x)=x⁢hn⁢(x)-(2⁢n+2)1/2⁢hn+1⁢(x),

i.e.

D⁢hn=M⁢hn-(2⁢n+2)1/2⁢hn+1.

We define B:𝒮→𝒮, called the annihilation operator, by

(B⁢ϕ)⁢(x)=ϕ′⁢(x)+x⁢ϕ⁢(x),x∈ℝ,

i.e.

B=D+M,

which is a continuous linear map 𝒮→𝒮. For n≥1, we calculate

B⁢hn=(2⁢n)1/2⁢hn-1,

and h0⁢(x)=π-1/4⁢e-x2/2, so B⁢h0=0.

We define C:𝒮→𝒮, called the creation operator, by

(C⁢ϕ)⁢(x)=-ϕ′⁢(x)+x⁢ϕ⁢(x),x∈ℝ,

i.e.

C=-D+M,

which is a continuous linear map 𝒮→𝒮. For n≥0, we calculate

C⁢hn=(2⁢n+2)1/2⁢hn+1.

Thus,

hn=(2n⁢n!)-1/2⁢Cn⁢h0=π-1/4⁢(2n⁢n!)-1/2⁢Cn⁢(e-x2/2). (4)

For ϕ∈𝒮,

B-C=2⁢D.

Furthermore,

B⁢C=-D2+M2+1=A

and

C⁢B=-D2+M2-1=A-2.

7 The Fourier transform

Define ℱ:𝒮→𝒮, for ϕ∈𝒮, by

(ℱ⁢ϕ)⁢(ξ)=ϕ^⁢(ξ)=∫ℝϕ⁢(x)⁢e-i⁢ξ⁢x⁢d⁢x(2⁢π)1/2,ξ∈ℝ.

For ξ∈ℝ, by the dominated convergence theorem we have

limh→0⁡ϕ^⁢(ξ+h)-ϕ^⁢(ξ)h=∫ℝ(-i⁢x)⁢ϕ⁢(x)⁢e-i⁢ξ⁢x⁢d⁢x(2⁢π)1/2,,

i.e.

x⁢ϕ⁢(x)^⁢(ξ)=-i-1⁢D⁢ϕ^⁢(ξ)=i⁢D⁢ϕ^⁢(ξ),

in other words,

ℱ⁢(M⁢ϕ)=i⁢D⁢(ℱ⁢ϕ). (5)

Also, by the dominated convergence theorem we obtain

D⁢ϕ^⁢(ξ)=i⁢ξ⁢ϕ^⁢(ξ),

in other words,

ℱ⁢(D⁢ϕ)=i⁢M⁢(ℱ⁢ϕ). (6)

For ϕ∈𝒮,

ϕ⁢(x)=∫ℝϕ^⁢(ξ)⁢ei⁢x⁢ξ⁢d⁢ξ(2⁢π)1/2,x∈ℝ. (7)

ϕ↦ϕ^ is an isomorphism of locally convex spaces 𝒮→𝒮.88 8 Walter Rudin, Functional Analysis, second ed., p. 186, Theorem 7.7. Using (7) and the Cauchy-Schwarz inequality

∥ϕ∥∞ ≤∫ℝ(1+ξ2)1/2⁢(1+ξ2)-1/2⁢|ϕ^⁢(ξ)|⁢d⁢ξ(2⁢π)1/2
≤(2⁢π)-1/2⁢(∫ℝ(1+ξ2)-1⁢𝑑ξ)1/2⁢(∫ℝ(1+ξ2)⁢|ϕ^⁢(ξ)|2⁢𝑑ξ)1/2
=2-1/2⁢(∫ℝ(1+ξ2)⁢|ϕ^⁢(ξ)|2⁢𝑑ξ)1/2,

and using (6) and the fact that |ϕ^|L2=|ϕ|L2,

∥ϕ∥∞2 ≤2-1⁢∫ℝ|ϕ^⁢(ξ)|2⁢𝑑ξ+2-1⁢∫ℝξ2⁢|ϕ^⁢(ξ)|2⁢𝑑ξ
=2-1⁢∫ℝ|ϕ^⁢(ξ)|2⁢𝑑ξ+2-1⁢∫ℝ|(ℱ⁢ϕ′)⁢(ξ)|2⁢𝑑ξ
=2-1⁢|ϕ|L22+2-1⁢|ϕ′|L22,

and therefore

∥ϕ∥∞≤2-1/2⁢(|ϕ|L2+|ϕ′|L2). (8)

We remind ourselves that

A=-D2+M2+1,B=D+M,C=-D+M.

Using

ℱ⁢D=i⁢M⁢ℱ,D⁢ℱ=1i⁢ℱ⁢M,

we get

ℱ⁢A =ℱ⁢(-D2+M2+1)
=-(i⁢M⁢ℱ)⁢D+(i⁢D⁢ℱ)⁢M+ℱ
=-i⁢M⁢(i⁢M⁢ℱ)+i⁢D⁢(i⁢D⁢ℱ)+ℱ
=M2⁢ℱ-D2⁢ℱ+ℱ
=A⁢ℱ,

and

ℱ⁢B=ℱ⁢(D+M)=i⁢M⁢ℱ+i⁢D⁢ℱ=i⁢B⁢ℱ

and

ℱ⁢C=ℱ⁢(-D+M)=-i⁢M⁢ℱ+i⁢D⁢ℱ=-i⁢C⁢ℱ.

We now determine the Fourier transform of the Hermite functions.

Theorem 2.

For n≥0,

ℱ⁢hn=(-i)n⁢hn.
Proof.

For n≥0, by induction, from ℱ⁢C=-i⁢C⁢ℱ we get

ℱ⁢Cn=(-i⁢C)n⁢ℱ.

From (4),

hn=π-1/4⁢(2n⁢n!)-1/2⁢Cn⁢(e-x2/2).

Writing g⁢(x)=e-x2/2, it is a fact that

ℱ⁢g=g,

and using this with the above yields

ℱ⁢hn =π-1/4⁢(2n⁢n!)-1/2⁢ℱ⁢Cn⁢g
=π-1/4⁢(2n⁢n!)-1/2⁢(-i⁢C)n⁢ℱ⁢g
=π-1/4⁢(2n⁢n!)-1/2⁢(-i⁢C)n⁢g
=π-1/4⁢(2n⁢n!)-1/2⁢(-i)n⋅π1/4⁢(2n⁢n!)1/2⁢hn
=(-i)n⁢hn.

∎

There is a unique Hilbert space isomorphism ℱ:L2⁢(λ)→L2⁢(λ) such that ℱ⁢f=f^ for all f∈𝒮.99 9 Walter Rudin, Functional Analysis, second ed., p. 188, Theorem 7.9. For f∈L2⁢(λ),

f=∑n=0∞(f,hn)L2⁢hn,

and then

ℱ⁢f=∑n=0∞(f,hn)L2⁢ℱ⁢hn=∑n=0∞(f,hn)L2⁢(-i)n⁢hn.

8 Asymptotics

For x=0, (1) reads

∑n=0∞1n!⁢Hn⁢(0)⁢zn=exp⁡(-z2)=∑n=0∞(-z2)nn!,

thus

H2⁢n⁢(0)=(-1)n⁢(2⁢n)!n!,H2⁢n+1⁢(0)=0.

Similarly, taking the derivative of (1) with respect to x yields

H2⁢n′⁢(0)=0,H2⁢n+1′⁢(0)=2⁢(-1)n⁢(2⁢n+1)!n!.

For u⁢(x)=e-x2/2⁢Hn⁢(x),1010 10 N. N. Lebedev, Special Functions and Their Applications, p. 66, §4.14.

u′⁢(x)=-x⁢u+e-x2/2⁢Hn′⁢(x),u′′⁢(x)=-u-x⁢u′-x⁢e-x2/2⁢Hn′⁢(x)+e-x2/2⁢Hn′′⁢(x).

Using

Hn′⁢(x)=2⁢x⁢Hn⁢(x)-Hn+1⁢(x),Hn′⁢(x)=2⁢n⁢Hn-1⁢(x)

we get

Hn′′⁢(x)-2⁢x⁢Hn′⁢(x)+2⁢n⁢Hn⁢(x)=0,

and thence

u′′=-u+x2⁢u-2⁢n⁢u.

Thus, writing f⁢(x)=x2⁢u⁢(x), u satisfies the initial value problem

v′′+(2⁢n+1)⁢v=f,v⁢(0)=Hn⁢(0),v′⁢(0)=Hn′⁢(0). (9)

Now, for λ>0, two linearly independent solutions of v′′+λ⁢v=0 are v1⁢(x)=cos⁡(λ1/2⁢x) and v2⁢(x)=sin⁡(λ1/2⁢x). The Wronskian of (v1,v2) is W=λ1/2, and using variation of parameters, if v satisfies v′′+λ⁢v=g then there are c1,c2 such that

v⁢(x)=c1⁢v1+c2⁢v2+A⁢v1+B⁢v2,

where

A⁢(x)=-∫0x1W⁢v2⁢(t)⁢g⁢(t)⁢𝑑t,B⁢(x)=∫0x1W⁢v1⁢(t)⁢g⁢(t)⁢𝑑t.

We calculate that the unique solution of the initial value problem v′′+λ⁢v=g, v⁢(0)=a, v′⁢(0)=b, is

v⁢(x) =a⁢v1⁢(x)+b⁢λ-1/2⁢v2⁢(x)
-λ-1/2⁢v1⁢(x)⁢∫0xv2⁢(t)⁢g⁢(t)⁢𝑑t+λ-1/2⁢v2⁢(x)⁢∫0xv1⁢(t)⁢g⁢(t)⁢𝑑t
=a⁢cos⁡(λ1/2⁢x)+b⁢λ-1/2⁢sin⁡(λ1/2⁢x)
+λ-1/2⁢∫0x(cos⁡(λ1/2⁢t)⁢sin⁡(λ1/2⁢x)-sin⁡(λ1/2⁢t)⁢cos⁡(λ1/2⁢x))⁢g⁢(t)⁢𝑑t
=a⁢cos⁡(λ1/2⁢x)+b⁢λ-1/2⁢sin⁡(λ1/2⁢x)+λ-1/2⁢∫0xsin⁡(λ1/2⁢(x-t))⁢g⁢(t)⁢𝑑t.

Therefore the unique solution of the initial value problem (9) is

v⁢(x) =Hn⁢(0)⁢cos⁡((2⁢n+1)1/2⁢x)+Hn′⁢(0)⁢(2⁢n+1)-1/2⁢sin⁡((2⁢n+1)1/2⁢x)
+(2⁢n+1)-1/2⁢∫0xsin⁡((2⁢n+1)1/2⁢(x-t))⋅t2⁢u⁢(t)⁢𝑑t,

where u⁢(x)=e-x2/2⁢Hn⁢(x). If n=2⁢k then

v⁢(x) =(-1)k⁢(2⁢k)!k!⁢cos⁡((4⁢k+1)1/2⁢x)
+(4⁢k+1)-1/2⁢∫0xsin⁡((4⁢k+1)1/2⁢(x-t))⋅t2⁢u⁢(t)⁢𝑑t
=(-1)k⁢(2⁢k)!k!⁢cos⁡((4⁢k+1)1/2⁢x)+(4⁢k+1)-1/2⁢r2⁢k⁢(x).

We calculate

|r2⁢k⁢(x)|2 ≤(∫0|x|t4⁢𝑑t)⁢(∫0|x||u⁢(t)|2⁢𝑑t)
≤|x|510⋅∫ℝe-t2⁢|H2⁢k⁢(t)|2⁢𝑑t
=|x|510⋅22⁢k⁢(2⁢k)!⁢π,

i.e.

|r2⁢k⁢(x)|≤π1/4⁢|x|5/210⁢2k⁢(2⁢k)!.

By Stirling’s approximation,

2k⁢(2⁢k)!(2⁢k)!k! =2k⁢k!(2⁢k)!∼2k⁢(2⁢π⁢k)1/2⁢kk⁢e-k((4⁢π⁢k)1/2⁢(2⁢k)2⁢k⁢e-2⁢k)1/2=π1/4⁢k1/4.

Thus for α2⁢k=(2⁢k)!k!,

|r2⁢k⁢(x)|α2⁢k=O⁢(|x|5/2⋅k1/4⋅k-1/2)=O⁢(|x|5/2⁢k-1/4).

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 γ,C,ϵ>0 such that for N=2⁢n+1,

|hn⁢(x)| ≤C⁢(N1/3+|x2-N|)-1/4,x2≤2⁢N
≤C⁢e-γ⁢x2,x2>2⁢N,

and

|hn⁢(x)|≤N-1/8⁢(x-N1/2)-1/4⁢e-ϵ⁢N1/4⁢(x-N1/2)3/2

for N1/2+N-1/6≤x≤(2⁢N)1/2.

Lemma 4.

For N=2⁢n+1, 0≤x≤N12-N-16, and θ=arccos⁡(x⁢N-12),

hn⁢(x)=(2π)1/2⁢(N-x2)-1/4⁢cos⁡(N⁢(2⁢θ-sin⁡θ)-π4)+O⁢(N1/2⁢(N-x2)-7/4).
Theorem 5.
  1. 1.

    ∥hn∥p≍n12⁢p-14 for 1≤p<4.

  2. 2.

    ∥hn∥p≍n-18⁢log⁡n for p=4.

  3. 3.

    ∥hn∥p≍n-16⁢p-112 for 4<p≤∞.

Rather than taking the pth power of hn, one can instead take the pth power of Hn and integrate this with respect to Gaussian measure. Writing d⁢γ⁢(x)=(2⁢π)-1/2⁢e-x2/2⁢d⁢x and taking Hn to be the Hermite polynomial that is monic, now write

∥Hn∥pp=∫ℝ|Hn|p⁢𝑑γ.

Larsson-Cohn1212 12 Lars Larsson-Cohn, Lp-norms of Hermite polynomials and an extremal problem on Wiener chaos, Ark. Mat. 40 (2002), 134–144. proves that for 0<p<2 there is an explicit c⁢(p) such that

∥Hn∥p=c⁢(p)n1/4⁢n!⁢(1+O⁢(n-1)),

and for 2<p<∞ there is an explicit c⁢(p) such that

∥Hn∥p=c⁢(p)n1/4⁢n!⁢(p-1)n/2⁢(1+O⁢(n-1)).

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.