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A familly of orthogonal polynomials is a sequence of polynomials in one variable, one in each degree, such that any two of them are orthogonal with respect to some fixed scalar product on the space of polynomials. They are closely related to continued fractions and useful in harmonic analysis. There are many different families of orthogonal polynomials, among which one can cite Hermite polynomials, Laguerre polynomials, and Jacobi polynomials.

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Finite version of Mehlers formula?

This is a crosspost from Math Stack Exchange, please let me know if this is not an appropriate use of crossposting, and I will delete. Mehler's formula is the following identity for Hermite polynomial …