Generating function of the physicists' Hermite polynomials (${\sum }_{n\ge 0}{H}_n(t)z^n/n!=e^{2tz-z^2}$)

For the Hermite polynomials in the Rodrigues normalization $H_n=(-1{)}^n{e}^{t^2}{D}^n{e}^{-t^2}$, differentiating gives $H_{n+1}=2t{H}_n-H_n^{\prime }$ with $H_0=1$. Induction givesInsert this into the exponential generating series and reindex $n=m+2j$. The result factors into ${\sum }_m(2tz{)}^m/m!$ times ${\sum }_j(-z^2{)}^j/j!$, proving the displayed identity. Equivalently Taylor expansion of $e^{-(t-z{)}^2}$ in $z$ gives the same formula. This generating function keeps the normalization distinct from the Probabilists' Hermite polynomial convention.

Multiply two copies of the generating function of the physicists' Hermite polynomials and integrate against $e^{-t^2}$. Completing the square givesComparing coefficients gives the displayed orthogonality and normalization. Equivalently differentiation in $y,z$ at zero justifies coefficient extraction by the Gaussian integrable bound on compact parameter ranges. Hence the unnormalized Hermite functions $e^{-t^2/2}{H}_n(t)$ have norm ${\pi }^{1/4}\sqrt{2^{n}n!}$. This proves their mutual orthogonality; completeness of that family is an additional assertion.