(a) Use Exercise 28 to show that the power series in \(x\) for the general
solution of Hermite's equation
$$
y^{\prime \prime}-2 x y^{\prime}+2 \alpha y=0
$$
is \(y=a_{0} y_{1}+a_{1} y_{1},\) where
$$
y_{1}=\sum_{m=0}^{\infty}\left[\prod_{j=0}^{m-1}(2 j-\alpha)\right]
\frac{2^{m} x^{2 m}}{(2 m) !}
$$
and
$$
y_{2}=\sum_{m=0}^{\infty}\left[\prod_{j=0}^{m-1}(2 j+1-\alpha)\right]
\frac{2^{m} x^{2 m+1}}{(2 m+1) !}
$$
(b) Suppose \(k\) is a nonnegative integer. Show that \(y_{1}\) is a polynomial of
degree \(2 k\) such that \(y_{1}(-x)=y_{1}(x)\) if \(\alpha=2 k,\) while \(y_{2}\) is
a polynomial of degree \(2 k+1\) such that \(y_{2}(-x)=\) \(-y_{2}(-x)\) if
\(\alpha=2 k+1\). Conclude that if \(n\) is a nonnegative integer then there's a
polynomial \(P_{n}\) of degree \(n\) such that \(P_{n}(-x)=(-1)^{n} P_{n}(x)\) and
$$
P_{n}^{\prime \prime}-2 x P_{n}^{\prime}+2 n P_{n}=0
$$
(c) Show that (A) implies that
$$
\left[e^{-x^{2}} P_{n}^{\prime}\right]^{\prime}=-2 n e^{-x^{2}} P_{n}
$$
and use this to show that if \(m\) and \(n\) are nonnegative integers, then
$$
\left[e^{-x^{2}} P_{n}^{\prime}\right]^{\prime} P_{m}-\left[e^{-x^{2}}
P_{m}^{\prime}\right]^{\prime} P_{n}=2(m-n) e^{-x^{2}} P_{m} P_{n}
$$
(d) Use (B) and integration by parts to show that if \(m \neq n,\) then
$$
\int_{-\infty}^{\infty} e^{-x^{2}} P_{m}(x) P_{n}(x) d x=0
$$
(We say that \(P_{m}\) and \(P_{n}\) are orthogonal on \((-\infty, \infty)\) with
respect to the weighting function \(\left.e^{-x^{2}} .\right)\)