A class of irreducible unitary representations in the discrete series of SU
p,q is explicitly determined in a a space of holomorphic functions of three
complex matrices. The discrete series, which is the set of all square inte
grable representations, corresponds to a compact subgroup of SUp,q. The rel
evant algebraic properties of the group SUp,q are discussed in detail. For
a degenerate irreducible unitary representation an explicit construction of
the infinitesimal generators of the Lie algebra su(p,q) in terms of differ
ential operators is given.