2003/07/31 by Heiko Bauke, Stephan Mertens
Computer Science · Mathematics · Physics and Astronomy · #Benford’s Law and Fraud Detection #Chaos-based Image/Signal Encryption #Theoretical and Computational Physics #cond-mat.dis-nn #cond-mat.stat-mech
paper · pdf · doi:10.1023/b:joss.0000012521.67853.9a
published as J. Stat. Phys. 114 (2004), 1149-1169 · 10 pages, 12 figures
arxiv created 2004/01/21 · openalex publication_date 2004/01/21 · arxiv updated 2009/12/01 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
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.