An extension of Herglotzs theorem to the quaternions


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A classical theorem of Herglotz states that a function $nmapsto r(n)$ from $mathbb Z$ into $mathbb C^{stimes s}$ is positive definite if and only there exists a $mathbb C^{stimes s}$-valued positive measure $dmu$ on $[0,2pi]$ such that $r(n)=int_0^{2pi}e^{int}dmu(t)$for $nin mathbb Z$. We prove a quaternionic analogue of this result when the function is allowed to have a number of negative squares. A key tool in the argument is the theory of slice hyperholomorphic functions, and the representation of such functions which have a positive real part in the unit ball of the quaternions. We study in great detail the case of positive definite functions.

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