I recently learned of a relationship between the representations of the groups $SO(p,q)$ and $SL(2,\mathbb{R})$ which is part of an apparently much larger set of ideas known as Howe Duality. My question is a bit open ended, but can someone point me to a good entry point (review articles, lectures) for learning more about Howe duality and in particular the $SO(p,q)$$SL(2,\mathbb{R})$ duality? Thanks.

A good introduction is "NonAbelian Harmonic Analysis: Applications of SL(2,R)" by Roger Howe and Eng Chye Tan, especially Chapter III, Section 2. 


Have you looked in this? MR0986027 (90h:22015a) Howe, Roger . Remarks on classical invariant theory. Trans. Amer. Math. Soc. 313 (1989), no. 2, 539570. 

