A random vector $X = (X_1 , X_2 ) \in R^2$ is distributed according to the bivariate normale distribution with mean vector $\mu_x = (0,0)$ and a covariance matrix
$$\Sigma_x = \begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix} .$$
I would like to know how it is possible to simulate an independent normal couples from a bivariate normal vector $Y$ with a mean vector $ \mu_y = (0 , 0 )$ and a covariance matrix
$$\Sigma_y = \begin{bmatrix} 4 & 2 \\ 2 & 4 \end{bmatrix}$$ using the equality in distribution $Y \stackrel{d}=\Sigma_y^{1/2} X$.
What is the name of this method for sampling?