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Mathematics Subject Classification: 33C05, 33C10, 33C20, 33C60, 33E12,
33E20, 40A30The main purpose of this paper is to present a number of potentially
useful integral representations for the generalized Mathieu series as well as
for its alternating versions via Mittag-Leffler type functions.
We evaluate an integral involving an Hermite polynomial, a generalized hypergeometric series and Fox's H-function, and employ it to evaluate a double integral involving Hermite polynomials, generalized hypergeometric series and the H-function. We further utilize the integral to establish a Fourier-Hermite expansion and a double Fourier-Hermite expansion for products of generalized hypergeometric functions.
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