here is a good link:
http://www.kellogg.nwu.edu/faculty/m...ddins.htm#simt
See
CORAND(CorrelArray, RandSource), entered as an array formula in a
range of cells in a row, returns RANDom values for making random
variables that have correlations as in the given CorrelArray. (See
also NORMIZE.)

Also, if U and V are independent std normal then:
X=a + bU
Y=c + d*rho*U+d*sqrt(1-rho^2)*V
are bivariate normal.

boyd

"Paul Goldwater" wrote in message ...
Can anybody provide me with a procedure to generate
correlated random variates?