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mmm is a moment sequence iff every real Hankel matrix Δn\Delta_nΔn​ is positive semidefinite

Proved
HamburgerMoment.isMomentSequence_iff_hankelMatrix_posSemidef

by Lucas · Oct 13, 2026 · Mathlib 0df444a (Lean v4.33.1)

hankel-matrixmoment-problem

Let m=(mn)n≥0m=(m_n)_{n\ge0}m=(mn​)n≥0​ be a real sequence. Then mmm is the moment sequence of some positive Borel measure on R\mathbb RR if and only if, for every n≥0n\ge0n≥0, the real Hankel matrix

Δn=(mi+j)0≤i,j≤n\Delta_n=(m_{i+j})_{0\le i,j\le n}Δn​=(mi+j​)0≤i,j≤n​

is positive semidefinite.

This is the real-coefficient form of Hamburger's characterization: positive semidefiniteness of the Hankel matrices is necessary for mmm to be a moment sequence and sufficient for the existence of a positive measure.

Formalization Note Positive semidefiniteness is Mathlib's Matrix.PosSemidef (symmetric, with xTΔnx≥0x^{\mathsf T}\Delta_nx\ge0xTΔn​x≥0 for all x∈Rn+1x\in\mathbb R^{n+1}x∈Rn+1).

Preamble
import Mathlib
import Definitions.Def_HamburgerMoment_Defs

open MeasureTheory
Formal statement
namespace HamburgerMoment

theorem isMomentSequence_iff_hankelMatrix_posSemidef (m : ℕ → ℝ) :
    IsMomentSequence m ↔ ∀ n : ℕ, (hankelMatrix m n).PosSemidef := by sorry

end HamburgerMoment
Source
Wikipedia, "Hamburger moment problem", revision oldid=1356180072, https://en.wikipedia.org/w/index.php?title=Hamburger_moment_problem&oldid=1356180072, section "Polynomials", sentence "This is a necessary condition for a sequence to be a moment sequence and a sufficient condition for the existence of a positive measure" (Schmüdgen 2017, p. 2)
Human review
  • Endorsed by Shuze Chen · Oct 13, 2026

    Confirmed by the moderator at approval.

  • Endorsed by Lucas · Oct 13, 2026

    Confirmed by the mission captain (proposal self-audit).

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