There are a number of issues with System.Random, all of the known issues to date are described in this open github issue: https://github.com/dotnet/corefx/issu

There are a number of issues with System.Random, all of the known issues to date are described in this open github issue: https://github.com/dotnet/corefx/issues/23298 https://github.com/dotnet/corefx/issues/23298 The redzen library contains RNGs that address all of the known issues, e.g. see: https://github.com/colgreen/Redzen/blob/master/Redzen/Random/RandomSourceBase.cs https://github.com/colgreen/Redzen/blob/master/Redzen/Random... https://github.com/colgreen/Redzen/blob/master/Redzen/Random/Xoshiro256StarStarRandom.cs https://github.com/colgreen/Redzen/blob/master/Redzen/Random... That Xoshiro256StarStarRandom source has also been merged into Math.Net.