How do I convert this math expression to MATLAB code?

Assume there are 2T numbers of input as U with Noise and noise has 0 mean with identical matrix size m
If my assumption is correct what would be the matlab code for this line of equation

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Walter Roberson
Walter Roberson 2021 年 7 月 24 日

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U = arrayfun(@(idx) randn(m,m), 1:2*T, 'uniform', 0);

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