  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.
