randn('state', 100)

T=1;
N=5000;
dt=T/N;
M=3000;


t=0:dt:T;

dW=sqrt(dt)*randn(M,N);

W=cumsum(dW,2);
W=[zeros(M,1) W];
Wmean=mean(W);
plot(t,W,t,Wmean,'k')
