# Exercise Solution 5.7

We construct an *N*_{3}(**0**,* I*) pseudorandom vector

*from the*

**x***U*

_{3}((0,1)

^{3}) pseudorandom vector [5.47]:

[s1]

We calculate the Cholesky matrix * k* for

**Σ**, as described in Section 2.7. We obtain:

[s2]

Applying [5.46] to [s1], we obtain the desired pseudorandom vector:

[s3]

See spreadsheet for the actual computations.