http://docs.scipy.org/doc/numpy/reference/generated/numpy.random.multivariate_normal.html
http://packages.python.org/algopy/examples/covariance_matrix_computation.html
http://en.wikipedia.org/wiki/Multivariate_normal_distribution
http://lmf-ramblings.blogspot.com/2009/07/multivariate-normal-distribution-in.html
