  In this note we discuss the relationship between the generating functions of
some Hermite polynomials $H$, $ \sum\limits_{j=0}^\infty H_{j\cdot n}(u)
z^n/n!$, generalized Airy-Heat equations
$(1/2\pi)\int_{-\infty}^{+\infty}\exp\{a(i\lambda)^n-(1/2)\lambda^2t+i\lambda
x\}d\lambda$, higher order PDE's $(\partial u/\partial
t)(t,x)=a(\partial^nu/\partial x^n)(t,x)+(1/2)s(\partial^2u/\partial
x^2)(t,x)$, and generating functions of higher order Hermite polynomials
$H^{(n)}$: $\sum\limits_{j=0}^\infty H^{(n)}_j(v)x^j/j!$. In particular, we
show that under some conditions, these problems are equivalent.
