Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ib/paper-3/19c/c/solution

The probabilists' Hermite polynomials satisfy
which follow by differentiating the Rodrigues formula. Thus
so and .
For the squared norm, substitute the Rodrigues formula and integrate by parts times. All boundary terms vanish under the Gaussian weight, and , giving

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