actually, I want gaussian probability distribution from this code so what changes can I do in my code? please suggest me.

What I have tried:

import numpy as np
import matplotlib.pyplot as plt
W = 15 # walkers
X0 = 0
T = 1 #total time
dt = .001 #time steps
N = int(T/dt) # no of time steps
D = 1
np.random.seed(1)
t = dt * np.arange(N)
dx = np.sqrt(2 * D * dt)*np.random.randn(N,W)
x = np.zeros((N,W))
for w in range(W):
for i in range(N-1):
x[i+1][w] = x[i][w] + dx[i][w]
plt.plot(t, x )
plt.show()