In the multivariate normal case, we have

```
mu + L * z
```

where `mu`

is the mean vector, `L`

is the cholesky factor of the covariance matrix and `z`

are independent standard normal variables. My question is how to correctly incorporate the degrees of freedom parameter `nu`

into the above formula to create multivariate-t random variables? I remember having seens this somewhere already, but I can’t find it right now…