Prove that $f_n$ has $n$ distinct roots which are symmetric about $0$

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Given $f_0(x)\equiv 1$ and define $f_n$ recursively via $$f_{n+1}(x)=xf_n(x)-f'_n(x).$$ Prove that $f_n$ is a polynomial of degree $n$. Further prove that $f_n$ has $n$ distinct real roots which are symmetric about $0$ (by symmetric we mean that if $a$ is a root of $f_n$, then so is $-a$).

Work so far: Proving that $f_n$ is a degree $n$ polynomial is rather easy, this can be done by induction. The difficult part comes from the second part. To show that $f_n$ has $n$distinct roots, I first multiply $e^{-x^2/2}$ on both sides of the recursive equation, and this yields $$e^{-\frac{x^2}{2}}f_{n+1}(x)=(e^{-\frac{x^2}{2}}f_n(x))'.$$ Put $g_n(x):=e^{-\frac{x^2}{2}}f_n(x)$, we see that $g_n$ has a formular $$g_n(x)=\frac{d^n}{dx^n}g_0(x)=\frac{d^n}{dx^n}e^{-\frac{x^2}{2}}.$$ Thus the question now is to prove that $g_n$ has $n$ distinct real roots which are symmetric.

To show the roots are symmetric, we may show that the function is symmetric(either about the $y-$axis or the origion). What I really have trouble on is to prove $n$ distinct real roots. I'm not sure if this approach really works. Any suggestions?

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[Hint: Show that $f_n$ is a polynomial with terms either all in odd powers or even powers; i.e., either odd or even.]

From that I guess you can probably see the symmetry.

To show that there are indeed $n$ roots for $f_n$, we use the induction again:

  1. Base Case: trivial.
  2. Inductive Step: Suppose $n=k$ the claim is true. Need: $xf_k(x) = f'_k(x)$ happens exactly $k+1$ times. Consider $g_k(x) = f_k(x) e^{-\frac{x^2}{2}}$. Observation: (i) $g'_k(x) = \left( -xf_k\left( x \right) +f'_k(x)\right )e^{-\frac{x^2}{2}} = 0$ if and only if $xf_k(x) = f'_k(x)$; (ii) the number of roots of $g_k$ is exacty $k$. Now, $g_k$ tends to $0$ as $x \rightarrow \pm \infty$. In between the two "furthest" roots of $g_k$ (or, $f_k$), $g'_k = 0$ happens exactly $k-1$ times. How about the two infinite intervals outside? ;) What can you conclude by invoking its continuity and observing its limit?
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A "generic" way to do this (for arbitrary sequences of orthogonal polynomials, not just the Hermite family whose Rodrigues formula you've described) is to

See Sec. 4.2, 4.3 and Thm. 4.10 in https://cel.archives-ouvertes.fr/cel-00661847/document