Geodesic
On factorization of a~nonnegatively definite matrix
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 2, pp. 375-378

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In this paper conditions are given which are sufficient for the possibility of representation of a nonnegatively definite symmetrical matrix $a(x)$ in the form: $a(x)=\sigma(x)\cdot\sigma^*(x)$, where $\sigma(x)$ satisfies the Lipschitz condition. 
@article{TVP_1968_13_2_a20,
     author = {M. I. Freidlin},
     title = {On factorization of a~nonnegatively definite matrix},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {375--378},
     publisher = {mathdoc},
     volume = {13},
     number = {2},
     year = {1968},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_2_a20/}
}
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M. I. Freidlin. On factorization of a~nonnegatively definite matrix. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 2, pp. 375-378. http://geodesic.mathdoc.fr/item/TVP_1968_13_2_a20/