Mersenne Twister
The 1997 invention of the Mersenne twister algorithm, by Makoto Matsumoto and Takuji Nishimura, avoids many of the problems with earlier generators. It has the colossal period of 219937−1 iterations (>4.3×106,001), is proven to be equidistributed in (up to) 623 dimensions (for 32-bit values), and runs faster than other statistically reasonable generators. It is now increasingly becoming the random number generator of choice for statistical simulations and generative modeling. SFMT, SIMD-oriented Fast Mersenne Twister, a variant of Mersenne Twister, is faster even if it's not compiled with SIMD support.
The native Mersenne Twister is not considered suitable for use in all cryptographic applications. A variant of Mersenne Twister has been proposed as a cryptographic cipher.
Read more about this topic: Pseudorandom Number Generator