An extension of Herglotz's theorem to the quaternions
A classical theorem of Herglotz states that a function $n\mapsto r(n)$ from $\mathbb Z$ into $\mathbb C^{s\times s}$ is positive definite if and only there exists a $\mathbb C^{s\times s}$-valued positive measure $d\mu$ on $[0,2\pi]$ such that $r(n)=\int_0^{2\pi}e^{int}d\mu(t)$for $n\in \mathbb Z$. 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.