random numbers

[G. Bürger]

Hello,

I am not that familiar with random number generators. But is it
reasonable that for 2 independant random series, generated with

e=normal_rnd(100000,2);

I always find cor(e(:,1),e(:,2)) in the order of 1e-3?

For my taste, this is a little too much.

Is it?

        Gerd