value of Hermite's polynomial
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Hermite polynomials are a classical orthogonal polynomial sequence.
The polynomials 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 physics, where they give rise to the eigenstates of the quantum harmonic oscillator;
in systems theory in connection with nonlinear operations on Gaussian noise.
in random matrix theory in Wigner–Dyson ensembles.
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