Random: use thread-safe mersenne twister instead of System.Random as default fallback

src/FSharp/Random.fs

@@ -33,6 +33,9 @@ namespace MathNet.Numerics.Random
 [<CompilationRepresentation(CompilationRepresentationFlags.ModuleSuffix)>]
 module Random =
 
+    /// Returns the default mersenne twister, thread-safe and also thread-locally shared
+    let shared = MersenneTwister.Default :> System.Random
+
     /// Creates a default .Net system pRNG with a custom seed based on uinque GUIDs
     let system () = new System.Random(RandomSeed.Guid())
     let systemSeed seed = new System.Random(seed)

src/Numerics/Distributions/Bernoulli.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -58,7 +59,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the Bernoulli parameter is not in the range [0,1].</exception>
         public Bernoulli(double p)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(p);
         }
 
@@ -70,7 +71,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the Bernoulli parameter is not in the range [0,1].</exception>
         public Bernoulli(double p, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(p);
         }
 
@@ -123,7 +124,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Beta.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -65,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="b">The β shape parameter of the Beta distribution. Range: β ≥ 0.</param>
         public Beta(double a, double b)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(a, b);
         }
 
@@ -77,7 +78,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Beta(double a, double b, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(a, b);
         }
 
@@ -131,7 +132,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Binomial.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -61,7 +62,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Binomial(double p, int n)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(p, n);
         }
 
@@ -75,7 +76,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Binomial(double p, int n, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(p, n);
         }
 
@@ -141,7 +142,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Categorical.cs

@@ -32,6 +32,7 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 using MathNet.Numerics.Statistics;
 
 namespace MathNet.Numerics.Distributions
@@ -65,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If any of the probabilities are negative or do not sum to one.</exception>
         public Categorical(double[] probabilityMass)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(probabilityMass);
         }
 
@@ -78,7 +79,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If any of the probabilities are negative or do not sum to one.</exception>
         public Categorical(double[] probabilityMass, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(probabilityMass);
         }
 
@@ -104,7 +105,7 @@ namespace MathNet.Numerics.Distributions
                 p[i] = histogram[i].Count;
             }
 
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(p);
         }
 
@@ -207,7 +208,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Cauchy.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -65,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale (γ) of the distribution. Range: γ > 0.</param>
         public Cauchy(double location, double scale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(location, scale);
         }
 
@@ -77,7 +78,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Cauchy(double location, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(location, scale);
         }
 
@@ -131,7 +132,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Chi.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -58,7 +59,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="freedom">The degrees of freedom (k) of the distribution. Range: k > 0.</param>
         public Chi(double freedom)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(freedom);
         }
 
@@ -69,7 +70,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Chi(double freedom, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(freedom);
         }
 
@@ -112,7 +113,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/ChiSquared.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -56,7 +57,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="freedom">The degrees of freedom (k) of the distribution. Range: k > 0.</param>
         public ChiSquared(double freedom)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(freedom);
         }
 
@@ -67,7 +68,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public ChiSquared(double freedom, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(freedom);
         }
 
@@ -110,7 +111,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/ContinuousUniform.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -66,7 +67,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If the upper bound is smaller than the lower bound.</exception>
         public ContinuousUniform(double lower, double upper)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(lower, upper);
         }
 
@@ -79,7 +80,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If the upper bound is smaller than the lower bound.</exception>
         public ContinuousUniform(double lower, double upper, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(lower, upper);
         }
 
@@ -133,7 +134,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/ConwayMaxwellPoisson.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -86,7 +87,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="nu">The rate of decay (ν) parameter. Range: ν ≥ 0.</param>
         public ConwayMaxwellPoisson(double lambda, double nu)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(lambda, nu);
         }
 
@@ -98,7 +99,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public ConwayMaxwellPoisson(double lambda, double nu, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(lambda, nu);
         }
 
@@ -163,7 +164,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Dirichlet.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Linq;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -56,7 +57,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="alpha">An array with the Dirichlet parameters.</param>
         public Dirichlet(double[] alpha)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(alpha);
         }
 
@@ -68,7 +69,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Dirichlet(double[] alpha, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(alpha);
         }
 
@@ -86,7 +87,7 @@ namespace MathNet.Numerics.Distributions
                 parm[i] = alpha;
             }
 
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(parm);
         }
 
@@ -105,7 +106,7 @@ namespace MathNet.Numerics.Distributions
                 parm[i] = alpha;
             }
 
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(parm);
         }
 
@@ -179,7 +180,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/DiscreteUniform.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -59,7 +60,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="upper">Upper bound. Range: lower ≤ upper.</param>
         public DiscreteUniform(int lower, int upper)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(lower, upper);
         }
 
@@ -71,7 +72,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public DiscreteUniform(int lower, int upper, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(lower, upper);
         }
 
@@ -138,7 +139,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Erlang.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -59,7 +60,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="rate">The rate or inverse scale (λ) of the Erlang distribution. Range: λ ≥ 0.</param>
         public Erlang(int shape, double rate)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(shape, rate);
         }
 
@@ -71,7 +72,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Erlang(int shape, double rate, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(shape, rate);
         }
 
@@ -166,7 +167,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Exponential.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -56,7 +57,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="rate">The rate (λ) parameter of the distribution. Range: λ ≥ 0.</param>
         public Exponential(double rate)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(rate);
         }
 
@@ -67,7 +68,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Exponential(double rate, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(rate);
         }
 
@@ -110,7 +111,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/FisherSnedecor.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -58,7 +59,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="d2">The second degree of freedom (d2) of the distribution. Range: d2 > 0.</param>
         public FisherSnedecor(double d1, double d2)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(d1, d2);
         }
 
@@ -70,7 +71,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public FisherSnedecor(double d1, double d2, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(d1, d2);
         }
 
@@ -124,7 +125,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Gamma.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -66,7 +67,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="rate">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0.</param>
         public Gamma(double shape, double rate)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(shape, rate);
         }
 
@@ -78,7 +79,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Gamma(double shape, double rate, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(shape, rate);
         }
 
@@ -173,7 +174,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Geometric.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -57,7 +58,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="p">The probability (p) of generating one. Range: 0 ≤ p ≤ 1.</param>
         public Geometric(double p)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(p);
         }
 
@@ -68,7 +69,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Geometric(double p, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(p);
         }
 
@@ -121,7 +122,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Hypergeometric.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -63,7 +64,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="draws">The number of draws without replacement (n).</param>
         public Hypergeometric(int population, int success, int draws)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(population, success, draws);
         }
 
@@ -76,7 +77,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Hypergeometric(int population, int success, int draws, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(population, success, draws);
         }
 
@@ -128,7 +129,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/InverseGamma.cs

@@ -32,6 +32,7 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -60,7 +61,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale (β) of the distribution. Range: β > 0.</param>
         public InverseGamma(double shape, double scale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(shape, scale);
         }
 
@@ -72,7 +73,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public InverseGamma(double shape, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(shape, scale);
         }
 
@@ -126,7 +127,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/InverseWishart.cs

@@ -32,6 +32,7 @@ using System;
 using MathNet.Numerics.LinearAlgebra;
 using MathNet.Numerics.LinearAlgebra.Factorization;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -65,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale matrix (Ψ) for the inverse Wishart distribution.</param>
         public InverseWishart(double degreesOfFreedom, Matrix<double> scale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 
@@ -77,7 +78,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public InverseWishart(double degreesOfFreedom, Matrix<double> scale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 
@@ -156,7 +157,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Laplace.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -69,7 +70,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Laplace(double location, double scale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(location, scale);
         }
 
@@ -82,7 +83,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Laplace(double location, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(location, scale);
         }
 
@@ -136,7 +137,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/LogNormal.cs

@@ -32,6 +32,7 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 using MathNet.Numerics.Statistics;
 
 namespace MathNet.Numerics.Distributions
@@ -62,7 +63,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="sigma">The shape (σ) of the logarithm of the distribution. Range: σ ≥ 0.</param>
         public LogNormal(double mu, double sigma)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(mu, sigma);
         }
 
@@ -76,7 +77,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public LogNormal(double mu, double sigma, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(mu, sigma);
         }
 
@@ -168,7 +169,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/MatrixNormal.cs

@@ -32,6 +32,7 @@ using System;
 using MathNet.Numerics.LinearAlgebra;
 using MathNet.Numerics.LinearAlgebra.Double;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -74,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the dimensions of the mean and two covariance matrices don't match.</exception>
         public MatrixNormal(Matrix<double> m, Matrix<double> v, Matrix<double> k)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(m, v, k);
         }
 
@@ -88,7 +89,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the dimensions of the mean and two covariance matrices don't match.</exception>
         public MatrixNormal(Matrix<double> m, Matrix<double> v, Matrix<double> k, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(m, v, k);
         }
 
@@ -198,7 +199,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Multinomial.cs

@@ -34,6 +34,7 @@ using System.Linq;
 using MathNet.Numerics.LinearAlgebra;
 using MathNet.Numerics.LinearAlgebra.Double;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 using MathNet.Numerics.Statistics;
 
 namespace MathNet.Numerics.Distributions
@@ -74,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Multinomial(double[] p, int n)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(p, n);
         }
 
@@ -89,7 +90,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Multinomial(double[] p, int n, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(p, n);
         }
 
@@ -118,7 +119,7 @@ namespace MathNet.Numerics.Distributions
             }
 
             SetParameters(p, n);
-            RandomSource = new System.Random(Random.RandomSeed.Guid());
+            RandomSource = MersenneTwister.Default;
         }
 
         /// <summary>
@@ -201,7 +202,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/NegativeBinomial.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -60,7 +61,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
         public NegativeBinomial(double r, double p)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(r, p);
         }
 
@@ -72,7 +73,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public NegativeBinomial(double r, double p, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(r, p);
         }
 
@@ -139,7 +140,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
         /// <summary>
         /// Gets the mean of the distribution.

src/Numerics/Distributions/Normal.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 using MathNet.Numerics.Statistics;
 
 namespace MathNet.Numerics.Distributions
@@ -81,7 +82,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="stddev">The standard deviation (σ) of the normal distribution. Range: σ ≥ 0.</param>
         public Normal(double mean, double stddev)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(mean, stddev);
         }
 
@@ -94,7 +95,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Normal(double mean, double stddev, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(mean, stddev);
         }
 
@@ -224,7 +225,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/NormalGamma.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -118,7 +119,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="precisionInverseScale">The inverse scale of the precision.</param>
         public NormalGamma(double meanLocation, double meanScale, double precisionShape, double precisionInverseScale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(meanLocation, meanScale, precisionShape, precisionInverseScale);
         }
 
@@ -132,7 +133,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public NormalGamma(double meanLocation, double meanScale, double precisionShape, double precisionInverseScale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(meanLocation, meanScale, precisionShape, precisionInverseScale);
         }
 
@@ -222,7 +223,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Pareto.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -61,7 +62,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> or <paramref name="shape"/> are negative.</exception>
         public Pareto(double scale, double shape)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(scale, shape);
         }
 
@@ -74,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> or <paramref name="shape"/> are negative.</exception>
         public Pareto(double scale, double shape, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(scale, shape);
         }
 
@@ -128,7 +129,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Poisson.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -55,7 +56,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="System.ArgumentOutOfRangeException">If <paramref name="lambda"/> is equal or less then 0.0.</exception>
         public Poisson(double lambda)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(lambda);
         }
 
@@ -67,7 +68,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="System.ArgumentOutOfRangeException">If <paramref name="lambda"/> is equal or less then 0.0.</exception>
         public Poisson(double lambda, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(lambda);
         }
 
@@ -122,7 +123,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Rayleigh.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -60,7 +61,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Rayleigh(double scale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(scale);
         }
 
@@ -72,7 +73,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Rayleigh(double scale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(scale);
         }
 
@@ -115,7 +116,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Stable.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -65,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="location">The location (μ) of the distribution.</param>
         public Stable(double alpha, double beta, double scale, double location)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(alpha, beta, scale, location);
         }
 
@@ -79,7 +80,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Stable(double alpha, double beta, double scale, double location, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(alpha, beta, scale, location);
         }
 
@@ -168,7 +169,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/StudentT.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -83,7 +84,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="freedom">The degrees of freedom (ν) for the distribution. Range: ν > 0.</param>
         public StudentT(double location, double scale, double freedom)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(location, scale, freedom);
         }
 
@@ -98,7 +99,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public StudentT(double location, double scale, double freedom, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(location, scale, freedom);
         }
 
@@ -175,7 +176,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Weibull.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -69,7 +70,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale (λ) of the Weibull distribution. Range: λ > 0.</param>
         public Weibull(double shape, double scale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(shape, scale);
         }
 
@@ -81,7 +82,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Weibull(double shape, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(shape, scale);
         }
 
@@ -147,7 +148,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Wishart.cs

@@ -33,6 +33,7 @@ using MathNet.Numerics.LinearAlgebra;
 using MathNet.Numerics.LinearAlgebra.Double;
 using MathNet.Numerics.LinearAlgebra.Factorization;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -74,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale matrix (V) for the Wishart distribution.</param>
         public Wishart(double degreesOfFreedom, Matrix<double> scale)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 
@@ -86,7 +87,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Wishart(double degreesOfFreedom, Matrix<double> scale, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 

src/Numerics/Distributions/Zipf.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Distributions
 {
@@ -68,7 +69,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="n">The n parameter of the distribution.</param>
         public Zipf(double s, int n)
         {
-            _random = new System.Random(Random.RandomSeed.Guid());
+            _random = MersenneTwister.Default;
             SetParameters(s, n);
         }
 
@@ -80,7 +81,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Zipf(double s, int n, System.Random randomSource)
         {
-            _random = randomSource ?? new System.Random(Random.RandomSeed.Guid());
+            _random = randomSource ?? MersenneTwister.Default;
             SetParameters(s, n);
         }
 
@@ -145,7 +146,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? new System.Random(Random.RandomSeed.Guid()); }
+            set { _random = value ?? MersenneTwister.Default; }
         }
 
         /// <summary>

src/Numerics/Statistics/MCMC/HybridMC.cs

@@ -31,6 +31,7 @@
 using System;
 using System.Linq;
 using MathNet.Numerics.Distributions;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Statistics.Mcmc
 {
@@ -84,7 +85,7 @@ namespace MathNet.Numerics.Statistics.Mcmc
         /// <param name="burnInterval">The number of iterations in between returning samples.</param>
         /// <exception cref="ArgumentOutOfRangeException">When the number of burnInterval iteration is negative.</exception>
         public HybridMC(double[] x0, DensityLn<double[]> pdfLnP, int frogLeapSteps, double stepSize, int burnInterval = 0)
-            : this(x0, pdfLnP, frogLeapSteps, stepSize, burnInterval, new double[x0.Count()], new System.Random(Random.RandomSeed.Guid()), Grad)
+            : this(x0, pdfLnP, frogLeapSteps, stepSize, burnInterval, new double[x0.Count()], MersenneTwister.Default, Grad)
         {
             for (int i = 0; i < _length; i++)
             {
@@ -108,7 +109,7 @@ namespace MathNet.Numerics.Statistics.Mcmc
         /// the components of the momentum.</param>
         /// <exception cref="ArgumentOutOfRangeException">When the number of burnInterval iteration is negative.</exception>
         public HybridMC(double[] x0, DensityLn<double[]> pdfLnP, int frogLeapSteps, double stepSize, int burnInterval, double[] pSdv)
-            : this(x0, pdfLnP, frogLeapSteps, stepSize, burnInterval, pSdv, new System.Random(Random.RandomSeed.Guid()))
+            : this(x0, pdfLnP, frogLeapSteps, stepSize, burnInterval, pSdv, MersenneTwister.Default)
         {
         }
 

src/Numerics/Statistics/MCMC/MCMCSampler.cs

@@ -29,6 +29,7 @@
 // </copyright>
 
 using System;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Statistics.Mcmc
 {
@@ -106,7 +107,7 @@ namespace MathNet.Numerics.Statistics.Mcmc
         {
             Accepts = 0;
             Samples = 0;
-            RandomSource = new System.Random(Random.RandomSeed.Guid());
+            RandomSource = MersenneTwister.Default;
         }
 
         /// <summary>

src/Numerics/Statistics/MCMC/UnivariateHybridMC.cs

@@ -30,6 +30,7 @@
 
 using System;
 using MathNet.Numerics.Distributions;
+using MathNet.Numerics.Random;
 
 namespace MathNet.Numerics.Statistics.Mcmc
 {
@@ -82,7 +83,7 @@ namespace MathNet.Numerics.Statistics.Mcmc
         /// the momentum.</param>
         /// <exception cref="ArgumentOutOfRangeException">When the number of burnInterval iteration is negative.</exception>
         public UnivariateHybridMC(double x0, DensityLn<double> pdfLnP, int frogLeapSteps, double stepSize, int burnInterval = 0, double pSdv = 1)
-            : this(x0, pdfLnP, frogLeapSteps, stepSize, burnInterval, pSdv, new System.Random(Random.RandomSeed.Guid()))
+            : this(x0, pdfLnP, frogLeapSteps, stepSize, burnInterval, pSdv, MersenneTwister.Default)
         {
         }