Given 2 probability density functions and correlation matrix, how to generate 2 correlated random sequences in MATLAB?

Given two probability density functions:

1. “ExponentialPower": px = exp( -0.5*abs((x-mu)/sigma).^(2/(1+beta) ))/( 2^((3+beta)/2)sigmagamma((3+beta)/2) ), where mu = 0.0015; sigma = 0.0065; beta = 1.2135;

2. “tLocationScale": py = gamma((nu+1)/2)/(gamma(nu/2)sqrt(pinu*sigma^2)) * (1+(y-mu).^2/(nu*sigma^2)).^(-(nu+1)/2), where mu=4.48738e-4; sigma=0.0095; nu=2.202;

and the correlation matrix: C = [1,0.5556;0.5556,1].

I can use importance sampling + randsrc() to random generate two uncorrelated random sequences, can anyone tell me how to generate two correlated random sequences?