In order to create sequence of IIDs that are Gausian Random Variables, use the 'normrnd' function:
Please note the following example:
time_steps = 100; %Each iteration for the random process/number of simulations
for t = 1:time_steps
%DTRP: Discrete Time Random Process, stores the IIDs at every time step.
%creating a column vector of W1, W2, ...Wn, n=20 IIDs with mean = 1 and
%standard deviation = 1.
DTRP{t} = normrnd(0, 1, [20 1]);
end
%Displaying the random variables at t=1
DTRP{1}
