C# Different threads give same results

I'm running following code in 4 threads:

public static void Run()
{
    Random rnd = new Random();
    lock (locker)
    {
        Thread.Sleep(1000);
        Console.WriteLine(rnd.NextDouble());
    }
}

This is how I run it:

static object locker = new object();
static List<Thread> threadList = new List<Thread>();

static void Main(string[] args)
{
    for (int i = 0; i < 4; i++)
        threadList.Add(new Thread(Run));
    foreach (Thread thread in threadList)
        thread.Start();
    Console.ReadKey();
}

Every time at least two threads print same number in console. How may this happen?