Hermite Polynomials

In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence that arise in probability, such as the Edgeworth series; in combinatorics, as an example of an Appell sequence, obeying the umbral calculus; in numerical analysis as Gaussian quadrature; in finite element methods as Shape Functions for beams; and in physics, where they give rise to the eigenstates of the quantum harmonic oscillator. They are also used in systems theory in connection with nonlinear operations on Gaussian noise. They are named after Charles Hermite (1864) although they were studied earlier by Laplace (1810) and Chebyshev (1859).