∀ {Ω : Type u_1} {E : Type u_2} {F : Type u_3} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω}
  [inst : NormedAddCommGroup E] [inst_1 : MeasurableSpace E] [BorelSpace E] {X : Ω → E} [inst_3 : NormedSpace ℝ E]
  [inst_4 : NormedAddCommGroup F] [inst_5 : NormedSpace ℝ F] [inst_6 : MeasurableSpace F] {Y : Ω → F},
  ProbabilityTheory.HasGaussianLaw (fun ω => (X ω, Y ω)) P → ProbabilityTheory.HasGaussianLaw X P