One-Dimensional Quaternion Fourier Transform with Application to Probability Theory

The Fourier transform occupies a central place in applied mathematics, statistics, computer sciences, and engineering. In this work, we introduce the one-dimensional quaternion Fourier transform, which is a generalization of the Fourier transform. We derive the conjugate symmetry of the one-dimensional quaternion Fourier transform for a real signal. We also collect other properties, such as the derivative and Parseval’s formula. We finally study the application of this transformation in probability theory.