New orthogonality relations for the Hermite polynomials and related Hilbert spaces (Q920353)

For \(n=0,1,2,...\), let \(H_ n\) denote the nth Hermite polynomial on \({\mathbb{R}}\). In the paper the authors show that the Hermite polynomials satisfy the following orthogonality relations: \[ \iint_{{\mathbb{R}}^ 2}H_ n(x+iy)\overline{H_ m(x+iy)}\exp [-(1-A)x^ 2-(\frac{1}{A}- 1)y^ 2]dx dy=\frac{\pi \sqrt{A}}{1-A}(2\frac{1+A}{1-A})^ n n!\delta_{nm}, \] where \(0<A<1\) is arbitrary. For \(0<A<1\), let \(X_ A\) denote the space of all entire functions \(\phi\) on \({\mathbb{C}}\) with the property that \[ \iint_{{\mathbb{R}}^ 2}| \phi (x+iy)|^ 2 \exp [Ax^ 2-\frac{1}{A}y^ 2]dx dy<\infty. \] Using the orthogonality relations, the authors define a complete orthonormal system \((\psi^ A_ n)\) for the Hilbert space \(X_ A\), and as a consequence derive the formula for the reproducing kernel \(K_ A\) of \(X_ A\). Also, it is shown that the Hilbert spaces \(X_ A\) are related to the Gelfand-Shilov space \(S^{1/2}_{}\) as follows: \(S^{1/2}_{}=\cup_{0<A<1}X_ A\).