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Summary
DescriptionThree approximations to the Hermite polynomials.png
English: An illustration of the three approximations to the probabalists Hermite polynomials, each accurate in a different regime and plotted so that the $y$-axis is a modified log scale. The three regmies are: $x=2\sqrt{n}\cos(\alpha) < 2\sqrt{n}$ for small $x$ values, $x=2\sqrt{n}\cosh(\gamma) > 2\sqrt{n}$ for large $x$ values, and $x=2\sqrt{n} + n^{-1/6}u$ for $x$ values on the edge near $x=2\sqrt{n}$. Notice from the zoomed insert that the small-x and large-x approximations are both singular at the edge $x=2\sqrt{n}$, and this is the regime where the edge approximation with the Airy function is accurate.
Appears as part of Figure 4 in Nica, M., & Ortmann, J. (2025). A Gaussian integral formula for the Hermite polynomials: Combinatorics, Asymptotics and Applications. Probability Surveys doi:10.1214/26-PS37
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Captions
3 approximations to the Hermite polynomials depending on how large $x$. Small: $x = 2\cos(\alpha)\sqrt{n},\alpha \in (0,\frac{\pi}{2})$. Edge: $x = 2\sqrt{n} + u n^{-1/6}, u \in \mathbb{R}$. Large: $x = 2\cosh(\gamma)\sqrt{n}, \gamma > 0$.