A fast random number generator for .NET Colin Green, January 2005 Note. A forked version of this class exists in Math.Net at time of writing (XorShift class). Key points: 1) Based on a simple and fast xor-shift pseudo random number generator (RNG) specified in: Marsaglia, George. (2003). Xorshift RNGs. http://www.jstatsoft.org/v08/i14/paper This particular implementation of xorshift has a period of 2^128-1. See the above paper to see how this can be easily extened if you need a longer period. At the time of writing I could find no information on the period of System.Random for comparison. 2) Faster than System.Random. Up to 8x faster, depending on which methods are called. 3) Direct replacement for System.Random. This class implements all of the methods that System.Random does plus some additional methods. The like named methods are functionally equivalent. 4) Allows fast re-initialisation with a seed, unlike System.Random which accepts a seed at construction time which then executes a relatively expensive initialisation routine. This provides a vast speed improvement if you need to reset the pseudo-random number sequence many times, e.g. if you want to re-generate the same sequence of random numbers many times. An alternative might be to cache random numbers in an array, but that approach is limited by memory capacity and the fact that you may also want a large number of different sequences cached. Each sequence can be represented by a single seed value (int) when using FastRandom.