"Only if": a moment sequence has a positive definite Hankel kernel
ProvedHamburgerMoment.hankelPosDef_of_isMomentSequencehankel-matrixmoment-problem
Let be a real sequence that is the moment sequence of some positive Borel measure on . Then its Hankel kernel is positive definite:
for every finitary complex sequence .
This is the necessity half of Hamburger's characterization.
Preamble
import Mathlib import Definitions.Def_HamburgerMoment_Defs open MeasureTheory
Formal statement
namespace HamburgerMoment
theorem hankelPosDef_of_isMomentSequence (m : ℕ → ℝ) (hm : IsMomentSequence m) :
HankelPosDef m := 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 "Characterization", "only if" paragraph
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.