Differential Recursion Relations for Laguerre Functions on Hermitian Matrices

Abstract

In our previous papers \cite{doz1,doz2} we studied Laguerre functions and polynomials on symmetric cones $\Omega=H/L$. The Laguerre functions $\ell^{\nu}_{\mathbf{n}}$, $\mathbf{n}\in\mathbf{\Lambda}$, form an orthogonal basis in $L^{2}(\Omega,d\mu_{\nu})^{L}$ and are related via the Laplace transform to an orthogonal set in the representation space of a highest weight representations $(\pi_{\nu}, \mathcal{H}_{\nu})$ of the automorphism group $G$ corresponding to a tube domain $T(\Omega)$. In this article we consider the case where $\Omega$ is the space of positive definite Hermitian matrices and $G=\mathrm{SU}(n,n)$. We describe the Lie algebraic realization of $\pi_{\nu}$ acting in $L^{2}(\Omega,d\mu_{\nu})$ and use that to determine explicit differential equations and recurrence relations for the Laguerre functions.