I am working a lot with random number generators (for Monte-Carlo simulations mostly) and I can say from the experience that sadly there is no ideal generator. Basically you want a thread-safe generator with best possible performance and infinite correlation length. Commons math library has more than ten different generator implementations.
So I do not think it is convenient to have something that complex into standard library. For non-scientific applications it is probably sufficient to have the same functionality that java Random provides. Meaning an ability to set a seed as a single number.