Hermite matrix-valued functions associated to matrix differential equations (Q2641896)

The authors consider families (involving complex parameter) of matrix-valued special functions of Hermite type. It is shown that these families are solutions of corresponding differential equations and satisfy several structural properties, and, in particular, they satisfy the Rodrigues type formula expressed in terms of Weyl fractional calculus. It is also shown that unlike the scalar case, a second order differential operator having such a family as a set of joint eigenfunctions need not be unique.