Consider three squares in arithmetic progression, , , and . Then , or (a3 – a2)(a3 + a2) = (a2 – a1)(a2 + a1). We know that (a2 + a1) < (a3 + a2), so (a2 – a1) must be greater than (a3 – a2).
Now suppose that is an infinite arithmetic progression. Then
(a2 – a1) > (a3 – a2) > (a4 – a3) > … .
That’s impossible, since there’s no infinite decreasing sequence of positive integers. So the answer is no.
From Arthur Engel’s excellent Problem-Solving Strategies, 2008.