Gaussian polynomial operator
ID: gaussian-polynomial-operator
On , equip polynomials with the inner productThe linear operatorpreserves the space of polynomials of polynomial degree at most . Integration by parts, whose boundary terms vanish by Gaussian decay, givesThus equals its adjoint on an inner product space. If a nonzero polynomial of degree is an eigenvector, its leading coefficient forces its eigenvalue to be .
One can construct all these eigenvectors without solving a differential equation. The one-dimensional space is invariant: for and , the displayed identity gives . Its unit vector of positive real leading coefficient is therefore an eigenvector of degree . These choices are exactly the Gram-Schmidt process applied to , producing normalized Hermite polynomials. Their first three members areEvery polynomial is a finite linear combination of these orthonormal eigenvectors.
New to topics? Read the docs here!