Laguerre functions on symmetric cones and recursion relations in the real case

In this article we derive differential recursion relations for the Laguerre functions on the cone Ω$\Omega$ of positive definite real matrices. The highest weight representations of the group Sp(n,R)$\mathrm{Sp}(n,\mathbb{R})$ play a fundamental role. Each such representation acts on a Hilbert space of holomorphic functions on the tube domain Ω+iSym(n,R)$\Omega +i\mathrm{Sym}(n,\mathbb{R})$. We then use the Laplace transform to carry the Lie algebra action over to L²(Ω,d_μν)$L^2(\Omega ,\mathrm{d}{\mu }_{\nu })$. The differential recursion relations result by restricting to a distinguished three-dimensional subalgebra, which is isomorphic to sl(2,R).$\mathfrak{sl}(2,\mathbb{R}).$