Introduction. Whittaker functions were first introduced for the principal series representations of Chevalley groups by H. Jacquet [3]. Later, they were pursued by G. Schiffmann for algebraic groups of real rank one [12]. They played a very important role in the development of the Hecke theory for GLn through the work of H. Jacquet, R. P. Langlands, I. I. Piatetski-Shapiro, and J. A. Shalika [4, 5]. More precisely, they were the main tools for the definitions of local and global L-functions and e-factors. They also appeared quite useful in the development of the Hecke theory for other groups (cf. [10]), as well as in the definition of the local y-factors of certain functional equations [13, 14], particularly in their factorization. There seems to be other evidence of interest, especially in the work of W. Casselman, B. Kostant [7], and G. Zuckerman. The analytic behavior of these functions is much simpler when the ground field is non-archimedean; a good account of their analytic properties and some interesting formulas for certain class of such functions may be found in a recent paper of W. Casselman and J. A. Shalika [2]. But when the ground field is archimedean, these functions were believed to behave in a rather complicated manner. In fact, this has been one of the main obstacles in the development of the Hecke theory for number fields. To make a more precise statement of the problem, we let G be a split reductive algebraic group over R. We fix a maximal torus T of G and we let B be a fixed Borel subgroup of G containing T. We write B = M0AU, the Langlands decomposition of B with T=M0A, and fix a non-degenerate (unitary) character x of U (see section 1). Now, let IT be a continuous representation of G on a Frechet space V. Denote by ( oo > ^oo) e corresponding differentiable representation. Topologize V^ with the relative topology inherited from C°°(G, V). Let VK be the subspace of ^-finite vectors of F, where K is a fixed maximal compact subgroup of G with G = KB. We say that the representation (7r, V) is non-degenerate, if there exists a continuous linear functional A on V^, called a Whittaker functional, such that
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