is a moment sequence iff every real Hankel matrix is positive semidefinite
ProvedHamburgerMoment.isMomentSequence_iff_hankelMatrix_posSemidefhankel-matrixmoment-problem
Let be a real sequence. Then is the moment sequence of some positive Borel measure on if and only if, for every , the real Hankel matrix
is positive semidefinite.
This is the real-coefficient form of Hamburger's characterization: positive semidefiniteness of the Hankel matrices is necessary for 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 for all ).
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 HamburgerMomentSource
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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.