Yes, it works. Thank you, Gianluca.
Have you tried this:
dist = MultinormalDistribution[{7, 4, 5, 6}, {{1, 0.5, 0.5, 0.5}, {0.5, 1, 0.5, 0.5}, {0.5, 0.5, 1, 0.5}, {0.5, 0.5, 0.5, 1}}]; exampleList = RandomReal[dist, {20, 10}]
