Hermite Orthogonal Polynomials of a Discrete Variable

Abstract

The Hermite orthogonal polynomials on a discrete point set are constructed. A discrete point set, a weight function and normalizing factors are obtained, and the orthogonality of them is proved. The problems of an approximation of functions by one, two and three variables with the help of interpolation of the Hermite series constructed on the appropriate discrete point set are considered.