This question is motivated by the fact that a linear transformation of an IID standard normal vector gives the multivariate Gaussian distribution, and that the statistical dependence of such transformed variables is sufficiently described by the covariance matrix.
Suppose I have a random vector $\vec X \in \mathbb{R}^n$ of identical and independent non-normal densities $f_j$ for $j \in \{1, \cdots, n \}$. Now I apply an $n\times n$ linear transformation $T$ to obtain $\vec Y$:
$$\vec Y := T \vec X$$
Will the statistical dependence of the variables in $\vec Y$ be sufficiently described by their covariance matrix? That is to say more precisely: $Y_i$ and $Y_j$ are independent iff $\operatorname{Cov}[Y_i, Y_j] = 0$?