Pseudo Random Coins Show More Heads Than Tails

Details Pseudo Random Coins Show More Heads Than Tails Pseudo Random Coins Show More Heads Than Tails

2003-07-07

arxiv.org/abs/cond-mat/0307138v2

J. Stat. Phys. 114 (2004), 1149-1169

Physics

Condensed Matter

Statistical Mechanics

10 pages, 12 figures

Scientific paper

10.1023/B:JOSS.0000012521.67853.

Tossing a coin is the most elementary Monte Carlo experiment. In a computer the coin is replaced by a pseudo random number generator. It can be shown analytically and by exact enumerations that popular random number generators are not capable of imitating a fair coin: pseudo random coins show more heads than tails. This bias explains the empirically observed failure of some random number generators in random walk experiments. It can be traced down to the special role of the value zero in the algebra of finite fields.

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