Spectral characterization of quaternionic positive definite functions on the real line

Abstract

This paper is concerned with the spectral characteristics of quaternionic positive definite functions on the real line. We generalize the Stone's theorem to the case of a right quaternionic linear one-parameter unitary group via two different types of functional calculus. From the generalized Stone's theorems we obtain a correspondence between continuous quaternionic positive definite functions and spectral systems, i.e., unions of a spectral measure and a unitary anti-self-adjoint operator that commute with each other; and then deduce that the Fourier transform of a continuous quaternionic positive definite function is an unusual type of quaternion-valued measure which can be described equivalently in two different ways. One is related to spectral systems (induced by the first generalized Stone's theorem), the other is related to non-negative finite Borel measures (induced by the second generalized Stone's theorem). An application to weakly stationary quaternionic random processes is also presented.