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Short Communications

On factorization of a nonnegatively definite matrix

M. I. Freidlin

Moscow

Abstract: 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.

Received: 30.10.1967

 English version: Theory of Probability and its Applications, 1968, 13:2, 354–356

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