Airy-heat functions, Hermite and higher order Hermite generating functions

Details Airy-heat functions, Hermite and higher order Hermite generating functions Airy-heat functions, Hermite and higher order Hermite generating functions

2010-09-05

arxiv.org/abs/1009.0912v1

Mathematics

Probability

Scientific paper

In this note we discuss the relationship between the generating functions of some Hermite polynomials $H$, $ \sum\limits_{j=0}^\infty H_{j\cdot n}(u) z^n/n!$, generalized Airy-Heat equations $(1/2\pi)\int_{-\infty}^{+\infty}\exp\{a(i\lambda)^n-(1/2)\lambda^2t+i\lambda x\}d\lambda$, higher order PDE's $(\partial u/\partial t)(t,x)=a(\partial^nu/\partial x^n)(t,x)+(1/2)s(\partial^2u/\partial x^2)(t,x)$, and generating functions of higher order Hermite polynomials $H^{(n)}$: $\sum\limits_{j=0}^\infty H^{(n)}_j(v)x^j/j!$. In particular, we show that under some conditions, these problems are equivalent.

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