We study an ensemble of closed random paths, embedded in ℝ3, with a curvature-dependent action. Previous analytical results indicate that there is no crumpling transition for any finite value of the curvature coupling. Nevertheless, in a high statistics numerical simulation, we observe two different regimes for the specific heat separated by a rather smooth structure. The analysis of this fact warns us about the difficulties in the interpretation of numerical results obtained in cases where theoretical results are absent and a high statistics simulation is unreachable. This may be the case of random surfaces.