Generate high quality pseudorandom numbers purely using a Mersenne Twister http://code.haskell.org/~dons/code/mersenne-random-pure64/
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Module documentation for 0.2.0.5
The Mersenne twister is a pseudorandom number generator developed by Makoto Matsumoto and Takuji Nishimura that is based on a matrix linear recurrence over a finite binary field. It provides for fast generation of very high quality pseudorandom numbers. The source for the C code can be found here:
This library provides a purely functional binding to the 64 bit classic mersenne twister, along with instances of RandomGen, so the generator can be used with System.Random. The generator should typically be a few times faster than the default StdGen (but a tad slower than the impure 'mersenne-random' library based on SIMD instructions and destructive state updates.