A note on Mehler's formula

In this paper we propose an original proof of Mehler expansion of the Gaussian distribution in terms of probabilistic Hermite polynomials.

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Publication Details

Journal
Selecciones Matemáticas
Published
2025-07-26
DOI
https://doi.org/10.17268/sel.mat.2025.01.07
Primary Topic
Probability and Statistical Research
Type
article
Field-Weighted Citation Impact
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article

A note on Mehler's formula

Sergio Camiz, Eladio Ocaña, Alessandri Canchoa Quispe
Selecciones Matemáticas
Probability and Statistical Research
article

A note on Mehler's formula

Sergio Camiz, Eladio Ocaña, Alessandri Canchoa Quispe
article en

Abstract

In this paper we propose an original proof of Mehler expansion of the Gaussian distribution in terms of probabilistic Hermite polynomials.

Selecciones MatemáticasVol. 12(01)
Institute of Molecular Biology and Pathology (IT), National University of Engineering (PE), Universidad Nacional Agraria La Molina (PE)
Openalex Percentile: Top 82%
Probability and Statistical Research
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