It means you're building an array ( a in this case) an element at a time. To do that means that each pass thru the loop the array is augmented by another element causing the previous array to be copied to a new one, the new value inserted and the the old one deallocated. That's a lot of excess overhead when one knows a priori the size of the resulting array.
To preallocate, before you start the loop, just write
a=zeros(52,1);
then you can just populate it w/o causing the reallocation.
But, in Matlab, look to vectorize and eliminate loops entirely -- in your case just write
a=['a':'z' 'A':'Z'].';
and be done with it.
