<table cellspacing="0" cellpadding="0" border="0" ><tr><td valign="top" style="font: inherit;"><P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt">Hi Folks,<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o:p></o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt"><o:p>&nbsp;</o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt">I am new here. <o:p></o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt; mso-ansi-language: EN-US" lang=EN-US>I would like to ask whether exist or not something which could help me.<o:p></o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt; mso-ansi-language: EN-US" lang=EN-US>My problem is the following.<o:p></o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt; mso-ansi-language: EN-US" lang=EN-US>I have a vector of mean values (size N) and a covariance matrix (size NxN). <o:p></o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt; mso-ansi-language: EN-US" lang=EN-US>I would &nbsp;like to generate a vector of normal random variables.<o:p></o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt; mso-ansi-language: EN-US" lang=EN-US><o:p>&nbsp;</o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; FONT-SIZE: 12pt; mso-ansi-language: EN-US" lang=EN-US>Thanks for your help.<o:p></o:p></SPAN></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><B><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; COLOR: #0065bd; mso-ansi-language: EN-US" lang=EN-US><o:p><FONT size=3>&nbsp;</FONT></o:p></SPAN></B></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><B><SPAN style="COLOR: #0065bd; mso-ansi-language: EN-US" lang=EN-US><o:p><FONT size=3 face=Calibri>&nbsp;</FONT></o:p></SPAN></B></DIV>
<P style="MARGIN: 0in 0in 0pt" class=MsoNormal><SPAN style="FONT-FAMILY: 'TUM Neue Helvetica 55 Regular','sans-serif'; COLOR: black; FONT-SIZE: 12pt; mso-ansi-language: IT" lang=IT>Stefano Gallo<o:p></o:p></SPAN></DIV></td></tr></table><br>