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https://issues.apache.org/jira/browse/MATH-899?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13498695#comment-13498695
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Alexander Nozik commented on MATH-899:
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Yes, i was running some tests in multi-thread mode. So I guess the problem is 
in concurrency. In this case it should be marked as non thread safe in the Docs.
                
> A random crash of MersenneTwister random generator
> --------------------------------------------------
>
>                 Key: MATH-899
>                 URL: https://issues.apache.org/jira/browse/MATH-899
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>         Environment: Windows 7, JDK 1.7.05
>            Reporter: Alexander Nozik
>            Priority: Minor
>
> There is a very small probability that MersenneTwister generator gives a 
> following error: 
> java.lang.ArrayIndexOutOfBoundsException: 624
> in MersenneTwister.java line 253
> The error is completely random and its probability is about 1e-8.

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