The Hermite polynomials are often called a set of orthogonal polynomials. Consider the Hermite polynomials up to
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The Hermite polynomials are often called a set of orthogonal polynomials. Consider the Hermite polynomials up to a specified order \(d\). Let \(\mathbf{h}_{k}\) be a vector in \(\mathbb{R}^{d}\) whose elements correspond to the coefficients of the Hemite polynomial \(H_{k}(x)\). That is, for example, \(\mathbf{h}_{1}^{\prime}=(1,0,0,0 \cdots 0), \mathbf{h}_{2}^{\prime}=\) \((0,1,0,0 \cdots 0)\), and \(\mathbf{h}_{3}^{\prime}=(-1,0,1,0 \cdots 0)\). Then the polynomials \(H_{i}(x)\) and \(H_{j}(x)\) are said to be orthogonal if \(\mathbf{h}_{i}^{\prime} \mathbf{h}_{j}=0\). Show that the first six Hermite polynomials are all orthogonal to one another.
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