I'm trying to generate random numbers from a gaussian distribution. Python has the very useful random.gauss() method, but this is only a one-dimensional random variable. How could I programmatically generate random numbers from this distribution in n-dimensions?

For example, in two dimensions, the return value of this method is essentially distance from the mean, so I would still need (x,y) coordinates to determine an actual data point. I suppose I could generate two more random numbers, but I'm not sure how to set up the constraints.

I appreciate any insights. Thanks!