Complex sentence: Statistically we might assume that a priori we know that x is a random variable with a multivariate normal distribution, for simplicity we take the mean to be zero and assume that each component independent with standard deviation σ x.
Split into simpler sentences: Statistically we might assume that a priori we know that x is a random variable with a multivariate normal distribution. For simplicity we take the mean to be zero and assume that each component is independent with standard deviation σ x.