Multivariate weight functions

These two look promising. One for bivariate Hermite polynomials:\[ w_{H}(x, \, y|z) = \frac{1}{\sqrt{1 - z^{2}}} \exp{\left( \frac{2 x y z -x^{2} - y^{2}}{1 - z^{2}} \right)} \qquad -1 < z < 1\]and one for bivariate Gegenbauer polynomials:\[w_{G}(x, \, y|z) = \frac{1}{\sqrt{1 - z^{2}}} \left( \frac{1 + 2xyz - x^{2} - y^{2} - z^{2}}{1 - z^{2}} \right)^{\alpha} \qquad -1 < z < 1\]