Gravitational Capture: How Can Binary Stars Form?

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Jarwulf
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Hi, the wikipedia article on binary stars in the formation section claims that conservation of energy forbids a single object from capturing another. If this is true how so?
 
It is a consequence of the math ... try to find a situation where two objects are not gravitationally bound to each other but move into a position where they are gravitationally bound.

Basically, to do that, one or both objects has to lose energy ... where to?