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Sahi} [Invent. Math. 110, No.2, 409-418 (1992; Zbl 0779.22006)].  Let \\(V\\) be a simple Euclidean Jordan algebra of rank \\(r\\) and identity element \\(e\\). For a complete system of idempotents \\(\\left( X_{1},X_{2},\\ldots ,X_{r}\\right) \\) of \\(V\\) and \\(0\\leq p+q\\leq r\\), let  \\[  \\mathcal{E}_{p,q}=X_{1}+\\cdots+X_{p}-X_{p+1}-\\cdots-X_{p+q}.  \\]  Let \\(L\\) be the structure group of \\(V\\), \\(\\mathcal{O}_{p,q}=L\\mathcal{E}_{p,q}\\) (\\(0\\leq p+q\\leq r\\)) the orbits of \\(L\\) in \\(V\\), \\(S_{p,q}\\;\\)the stabilizer of \\(\\mathcal{E}_{p,q}\\) in \\(L\\) and \\(\\Omega_{p,q}=S_{p,q}.\\mathcal{E}_{p+q,0}\\). Then \\(\\Omega_{p,q}\\) is a Riemannian symmetric space admitting a \\(S_{p,q} \\)-invariant measure \\(\\text{d}\\lambda_{p,q}\\). Sahi's \\(\\mathbf{e}_{p,q}\\) Gaussian functions are defined on \\(\\mathcal{O}_{p,q}\\) by  \\[  \\mathbf{e}_{p,q}\\left( \\ell.\\mathcal{E}_{p,q}\\right) =\\int_{\\Omega_{p,q} }\\text{e}^{-\\text{tr}\\left( \\ell.y\\right) }\\text{d}\\lambda_{p,q}(y)\\qquad\\left( \\ell\\in L\\right) ,  \\]  where \\(\\text{tr}\\) is the trace of the Jordan algebra \\(V\\).  When \\(p+q<r\\), the non-open orbit \\(\\mathcal{O}_{p,q}\\) admits a unique (up to a scalar) \\(L\\)-quasi-invariant measure \\(\\text{d}\\mu_{p,q}\\); the authors give explicit estimations for the functions \\(\\mathbf{e}_{p,q}\\) and prove that  \\[  \\mathbf{e}_{p,q}\\in L^{2}\\left( \\mathcal{O}_{p,q},\\text{d}\\mu _{p,q}\\right) \\qquad\\left( p+q<r\\right) ,  \\]  correcting a proof of S.Sahi (loc.cit.).  When \\(p+q=r\\) and \\(\\text{d}X_{p,q}\\) denotes the Euclidean measure of the Jordan algebra \\(V\\) restricted to the open orbit \\(\\mathcal{O}_{p,q}\\), they prove  \\[  \\mathbf{e}_{p,q}\\in L^{2}\\left( \\mathcal{O}_{p,q},\\left| \\Delta\\left( \\ell.\\mathcal{E}_{p,q}\\right) \\right| ^{d-2}\\text{d}X_{p,q}\\right) ,  \\]  where \\(\\Delta\\) is the determinant of the Jordan algebra \\(V\\), and \\(d\\) the numerical invariant related to the dimension \\(n\\) of \\(V\\) and to the rank by \\(n=r+r(r-1)d/2\\).  Despite the title of the paper, the proofs use mainly root systems and homogeneous spaces, rather than the Jordan theory. Estimates and square integrability are proved in a case-by-case investigation, using the classification of simple Euclidean Jordan algebras. For example, the study of \\(\\mathbf{e}_{1,1}\\) in the exceptional Jordan algebra is done by reduction to the classical Jordan subalgebra of rank \\(2\\) and dimension \\(10\\). 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