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.