This function draws from a multivariate normal distribution.

## Details

The function builds upon the following fact: If \(\epsilon = (\epsilon_1,\dots,\epsilon_n)\), where each \(\epsilon_i\) is drawn independently from a standard normal distribution, then \(\mu+L\epsilon\) is a draw from the multivariate normal distribution \(N(\mu,\Sigma)\), where \(L\) is the lower triangular factor of the Choleski decomposition of \(\Sigma\).