The attached source code is the C# implementation of the Mersenne Twister algorithm, developed by Makoto Matsumoto and Takuji Nishimura in 1996-1997. This algorithm is faster and more efficient, and has a far longer period and far higher order of equidistribution, than other existing generators.
Mersenne Twister Random Number Generator
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Code KaizeneditedPosted Mar 22, 2008, 3:05 PMEdited Mar 22, 2008, 3:05 PM
An update to Trevor's code, which implements System.Random and incorporates new research about the Mersenne Twister algorithm when generating double floating point values, can be found here: http://code.msdn.microsoft.com/MersenneTwister/ .