(Now, why one would be using Java for Monte Carlo simulations I haven't the foggiest idea.)
Philip Guo (pgbovine) addressed many of these problems in his thesis work, on Burrito (http://www.pgbovine.net/burrito.html ) and CDE (http://www.pgbovine.net/cde.html ). Both of these look very cool, but I've never managed to get over the hump and actually start playing with them.
At this point I should note that I'm actually in favor of fixing a bad standard-library PRNG---I just think it's important to understand (a) what could break, and (b) why users might be unhappy about the breakage. This isn't quite a Chesterton's Fence sort of situation, but it's similar in spirit.
This seems like a very, very bad thing to rely on. Other than Java, how many other languages have guarantees in generator determinism from version to version as part of the language contract? Certainly Lisp considers it an antipattern.
I mean, if manually seeding the PRNG doesn't produce a deterministic result, you wouldn't make it part of the API.
Essentially all languages allow manual seeding: almost none specify guarantees with regard to RNG behavior. I'm pretty sure this is because determinism of a given process important (everyone who does simulation needs that), but locking into potentially bad RNGs for the language or library itself, in fact specifying them, is a really bad idea.
I know Python does not have this guarantee.
Personally? There should really be a couple different RNGs in Java's standard library - all combinations that make sense of [insecure/secure, can set seed / can't set seed, thread-local/global] (local/global being without distinction if one cannot set the seed). The default being secure / can't set seed.
Backward compatibility in a RNG is actually rather important, weirdly enough. For example, anything that uses deterministic seeds for repeatability of procedural generation or optimization. (Read: Minecraft, among other more important things).
That being said, things like this are why I wish more programming languages had proper (read: fine-grained) versioning of libraries. "I need to link to a function with this signature, that is one of these versions or any version that has been declared to be compatible with them, preferably the latest version that is so". That sort of thing.
> For example, Mersenne Twister is a pretty high quality, widely used RNG. But it is not cryptographically secure... But SecureRandom is really bad for those tasks too: it is slow. For example, my MersenneTwister implementation is about 9 times faster than SecureRandom
By your own words, you're comparing apples to oranges here...