Generic Hecke algebra and theta correspondence over finite fields

We study the Hecke algebra modules arising from theta correspondence between certain Harish-Chandra series for type I dual pairs over finite fields. For the product of the pair of Hecke algebras under consideration, we show that there is a generic Hecke algebra module whose specializations at prime powers give the Hecke algebra modules and whose specialization at $1$ can be explicitly described. As an application, we prove the conservation relation on the first occurrence indices for all irreducible representations. As another application, we generalize the results of Aubert-Michel-Rouquier and Pan on theta correspondence between the Harish-Chandra series.