Let C be n*n covariance matrix.
Do you know haw can I generate a random vector whose covariance matrix is C ?
See https://www.bing.com/search?FORM=U528DF&PC=U528&q=How+to+create+a+random+vector+with+specific+Covariance+Matrix%3F
D. Booth
Hi Houman Parsaei
Hope this link will help you:
https://www.mathworks.com/help/stats/mvnrnd.html
Regards
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