Random.self_init is not random for me

gistfile1.ml

open Core.Std                                                                   
                                                                                
let _ = Random.self_init                                                        

(*                                                                              
  FIXME there must be something in the standard library to do this!             
                                                                                
  Iterate a function over a value, tail-recursively.                            
  n: how many times                                                             
  f: function to apply                                                          
  a: initial value of the argument                                              
*)                                                                              
let rec iterate n f a =                                                         
  if n<=0                                                                       
  then a                                                                        
  else iterate (n-1) f (f a)                                                    

(* Wandering Light *)                                                           
let light = (0,0)

let wander (x,y) =                                                              
  match (1 + Random.int 4) with                                                 
      1 -> (x+1, y)                                                             
    | 2 -> (x, y+1)                                                             
    | 3 -> (x-1, y)                                                             
    | 4 -> (x, y+1)                                                             
    | _ -> failwith "random direction is not 1 to 4, wtf?"                      
                                                                                
let render (x,y) = printf "%i %i\n" x y                                         
                                                                                
let step light =                                                                
  let newlight = wander light in                                                
  render newlight;                                                              
  newlight                                                                      
                                                                                
let _ = iterate 5 step (0,0)

(* THE END *)

gistfile2.txt

OCaml compiler:
The OCaml toplevel, version 4.01.0

OPAM output:
Installed packages for system:
async           111.13.00  Monadic concurrency library
async_extra     111.13.00  Monadic concurrency library
async_graphics      0.5.1  Async wrapper for the OCaml Graphics library
async_kernel    111.11.00  Monadic concurrency library
async_unix      111.13.00  Monadic concurrency library
base-bigarray        base  Bigarray library distributed with the OCaml compiler
base-threads         base  Threads library distributed with the OCaml compiler
base-unix            base  Unix library distributed with the OCaml compiler
bin_prot        111.03.00  A binary protocol generator
biniou              1.0.9  Binary data format designed for speed, safety, ease of use and backward compatibility as protocols evolve
camlp4             4.01.0  Camlp4 is a system for writing extensible parsers for programming languages
camomile            0.8.5  A comprehensive Unicode library
cohttp             0.11.2  HTTP library for Lwt, Async and Mirage
comparelib      109.60.00  Part of Jane Street’s Core library
conduit             0.5.0  Network connection library for TCP and SSL
core            111.13.00  Industrial strength alternative to OCaml's standard library
core_bench      109.58.01  Benchmarking library
core_extended   111.13.00  Extra components that are not as closely vetted or as stable as Core
core_kernel     111.13.00  Industrial strength alternative to OCaml's standard library
cppo                0.9.3  Equivalent of the C preprocessor for OCaml programs
cryptokit             1.9  Cryptographic primitives library. 
custom_printf   111.03.00  Extension for printf format strings
easy-format         1.0.2  High-level and functional interface to the Format module of the OCaml standard library
enumerate       111.08.00  Quotation expanders for enumerating finite types.
fieldslib       109.20.03  Syntax extension to define first class values representing record fields, to get and set record fields, iterate and fold over all fields of a record and create new record values
herelib         109.35.02  Part of Jane Street’s Core library
lambda-term           1.6  Terminal manipulation library for OCaml
lwt                 2.4.5  A cooperative threads library for OCaml
menhir           20130912  LR(1) parser generator
ocamlfind           1.4.0  A library manager for OCaml
ounit               2.0.0  Unit testing framework loosely based on HUnit. It is similar to JUnit, and other XUnit testing frameworks
pa_bench        109.55.02  Syntax extension for inline benchmarks
pa_ounit        109.53.02  Syntax extension for oUnit
pa_test         111.08.00  Quotation expander for assertions.
pipebang        110.01.00  Part of Jane Street’s Core library
re                  1.2.2  RE is a regular expression library for OCaml
re2             111.08.00  OCaml bindings for RE2, Google's regular expression library
react               1.1.0  Declarative events and signals for OCaml
sexplib         111.13.00  Library for serializing OCaml values to and from S-expressions
ssl                 0.4.7  Bindings for OpenSSL
stringext           0.0.1  Extra string functions for OCaml
textutils       111.06.00  Text output utilities
type_conv       111.13.00  Library for building type-driven syntax extensions
typerep         111.06.00  typerep is a library for runtime types.
uri                 1.6.0  RFC3986 URI parsing library
utop                 1.12  Universal toplevel for OCaml
variantslib     109.15.03  Part of Jane Street’s Core library
yojson              1.1.8  Yojson is an optimized parsing and printing library for the JSON format 
zed                   1.3  Abstract engine for text edition in OCaml