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Pseudo Random Coins Show More Heads Than Tails

Heiko Bauke and Stephan Mertens

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Abstract

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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BiBTeX Entry

@article{bauke:mertens:04a,
  author = {Heiko Bauke and Stephan Mertens},
  title = {Pseudo Random Coins Show More Heads Than Tails},
  journal = {J. Stat. Phys.},
  volume = {114},
  year = {2004},
  pages = {1149--1169},
  note =  {\url{http://arxiv.org/abs/cond-mat/0307138}}
}

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