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Jucys-Murphy elements, orthogonal matrix integrals, and Jack measures

We study symmetric polynomials whose variables are odd-numbered Jucys-Murphy elements. They define elements of the Hecke algebra associated to the Gelfand pair of the symmetric group with the hyperoctahedral group. We evaluate their expansions in zonal spherical functions and in double coset sums. These evaluations are related to integrals of polynomial functions over orthogonal groups. Furthermore, we give an extension of them, based on Jack polynomials.