For addition to the answer above:
Copeland–Erdős constant is not a Martin-Lof random number. It is a computable real number, which means there exists an algorithm to compute all the digits in the number. Computable number is not random (you can't call something random when you know there is a rule to generate it). Most real numbers are uncomputable, but most real numbers we deal with are computable. It is an open question whether there is any "natural phenomenon" leading to an uncomputable real number (or random number).