Multivariate Jacobi Polynomials and the Selberg Integral

This work is motivated by the problem of harmonic analysis on “big” groups and can be viewed as a continuation of the first author's paper in Functional Anal. Appl. 37 (2003), no. 4, 281–301. Our main result is the proof of the existence of a family of probability distributions with infinite-dimensional support; these distributions are analogs of multidimensional Euler beta-distributions that appear in the Selberg integral.