A note on Mehler's formula
DOI:
https://doi.org/10.17268/sel.mat.2025.01.07Abstract
In this paper we propose an original proof of Mehler expansion of the Gaussian distribution in terms of probabilistic Hermite polynomials.
References
Hermite M. Sur un nouveau développement en série des fonctions. Imprimerie de Gauthier-Villars; 1864.
Andreani C, Senesi R, Krzystyniak M, Romanelli G, Fernandez-Alonso F. Atomic Quantum Dynamics in Materials Research. In: Fernandez-Alonso F, Price DL, editors. Neutron Scattering - Applications in Biology, Chemistry, and Materials Science. vol. 49 of Experimental Methods in the Physical Sciences. Academic Press; 2017. p.403-57.
Asli BHS, Flusser J. Discrete Hermite Moments and Their Application in Chemometrics. Chemometrics and Intelligent Laboratory Systems. 2018; 177:83-8.
Hall P. The Bootstrap and Edgeworth Expansion. Springer Science & Business Media; 2013.
Baccini A, Caussinus H, de Falguerolles A. Diabolic Horseshoes. In: 9th International Workshop on Statistical Modelling, Exeter. Citeseer; 1994. p. 11-5.
Mehler FG. Uber die Entwicklung einer Function von beliebig vielen Variablen nach Laplaceschen Functionen hoherer Ordnung. Journal für die reine und angewandte Mathematik. 1866.
Watson GN. Notes on Generating Functions of Polynomials: (1) Laguerre Polynomials. Journal of the London Mathematical Society. 1933;1(3):189-92.
Kibble WF. An Extension of a Theorem of Mehler’s on Hermite Polynomials. Mathematical Proceedings of the Cambridge Philosophical Society. 1945;41(1):12-5.
Downloads
Published
How to Cite
Issue
Section
License

This work is licensed under a Creative Commons Attribution 4.0 International License.
The authors who publish in this journal accept the following conditions:
1. The authors retain the copyright and assign to the journal the right of the first publication, with the work registered with the Creative Commons Attribution License,Atribución 4.0 Internacional (CC BY 4.0) which allows third parties to use what is published whenever they mention the authorship of the work And to the first publication in this magazine.
2. Authors may make other independent and additional contractual arrangements for non-exclusive distribution of the version of the article published in this journal (eg, include it in an institutional repository or publish it in a book) provided they clearly state that The paper was first published in this journal.
3. Authors are encouraged to publish their work on the Internet (for example, on institutional or personal pages) before and during the review and publication process, as it can lead to productive exchanges and to a greater and more rapid dissemination Of the published work.