also - An instantiated identical seed can return different sequences on different framework versions [0]. (Also discussed in the article)

Once upon a time that was inconvenient for me. I found Math.NET Numerics to be a good replacement.

Also check out threadlocal for thread-safety.

[0] https://docs.microsoft.com/en-us/dotnet/api/system.random

https://stackoverflow.com/questions/19270507/correct-way-to-...

https://numerics.mathdotnet.com/