n<-100

m<-100
t<-seq(0,1,length.out=m+1)
W<-matrix(0,n,m+1)

for (i in 1:n){
Y<-rnorm(m)
W[i,]<-1/sqrt(m)*c(0,cumsum(Y))}

matplot(t,t(W),type="l",lty=1)
mw<-apply(W,2,mean)
lines(t,mw,lwd=2)

persp(t,t,cov(W))
contour(t,t,cov(W))
image(t,t,cov(W),col=heat.colors(100))

library(lattice)
levelplot(cov(W),drape=T)