def deltaW(N, m, h):
    """Generate sequence of Wiener increments for m independent Wiener
    processes W_j(t) j=0..m-1 for each of N time intervals of length h.    

    Returns:
      dW (array of shape (N, m)): The [n, j] element has the value
      W_j((n+1)*h) - W_j(n*h) 
    """
    return np.random.normal(0.0, np.sqrt(h), (N, m))