A combinational proof of the Mehler formula (Q1255133)

The Mehler formula [see, for example, \textit{G. N. Watson}, Proc. Lond. Math. Soc., II. Ser. 35, 156--199 (1933; Zbl 0007.06401; JFM 59.1079.06] reads: \[ \sum_{n=0}^\infty H_n(a)H_n(b)\frac{u^n}{n!} =(1-4u^2)^{-1/2}\exp\left\{\frac{4abu-r(a^2+b^2)u^2}{1-4u^2}\right\},\tag{\(\ast\)} \] where \(H_n(a)\) is the Hermite polynomial defined by \((**)\) \(\sum_{n=0}^\infty H_n(a)u^n/n!=e^{2au-u^2}\). The author gives a combinatorial proof of \((*)\). Since \[ H_n(a)=\sum_{2k\leq n}(-2)^k(2a)^{n-2k}\frac{n!}{(2!)^kk!(1!)^{n-2k}(n-2k)!}, \] it follows that \(H_n(a)\) is the generating function of fixed points over the set \(V_n\) of involutions of \([n]\). More precisely let \(\mu_a(\sigma)=(-2)^k(2a)^{n-2k}\) if the involution \(\sigma\) has \(k\) transpositions and \(n-2k\) fixed points. Then \(H_n(a)=\sum\{\mu_a(\sigma):\sigma\in V_n\}\). It is remarked that this result, using the partitional complex ideas described in the paper, leads to a proof of \((**)\). Moreover it is shown how this property of \(H_n(a)\) in terms of statistical distributions over involution sets provides a proof of the Mehler formula.