function [w]=DT_Wiener_process()
w0 = 0;
alpha = 10;

time_length = 100;
T = 0.1;
N = time_length / T;
sigma = (alpha .* T) .^ 0.5;

w= ones(1,N);
w(1)=w0;

u = sigma .* randn(N,1);

figure(1);
subplot(2,1,1);
stem(1:N,u);
xlabel('Discrete Time')
title('iid Gaussian Process');

for i = 2:N
    w(i) = w(i-1) + u(i);
end
    subplot(2,1,2);
    stem(1:N,w);
    title('Discrete Time Wiener Process')
    xlabel('discrete time')
    ylabel('level')
end