Given the hermite polynomials $H_0(t) = 1, H_1(t) = -t, H_2(t) = {1 \over\sqrt2} (t^2 - 1) \ ..., $ my lecture notes claim that
$$\int_{\Bbb R} H_i(t)H_j(t) {1 \over \sqrt {2\pi}} e^{-t^2/2} = 1(i = j).$$
Is there any way to see this easily?
Given the hermite polynomials $H_0(t) = 1, H_1(t) = -t, H_2(t) = {1 \over\sqrt2} (t^2 - 1) \ ..., $ my lecture notes claim that
$$\int_{\Bbb R} H_i(t)H_j(t) {1 \over \sqrt {2\pi}} e^{-t^2/2} = 1(i = j).$$
Is there any way to see this easily?
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