If RNG quality really matters to you, I'd recommend using your own RNG. Maybe java.util.Random is just great, in this version, on your operating system, etc. It probably is. But that could change. It's happened before that a library writer made things worse in a later version.
It's very simple to write your own, and then you know exactly what's going on. It won't change on upgrade, etc. Here's a generator you could port to Java in 10 minutes. And if you start writing in some new language a week from now, you can port it again.
If you don't implement your own, you can grab code for a well-known RNG from a reputable source and use it in your projects. Then nobody will change your generator out from under you.
(I'm not advocating that people come up with their own algorithms, only their own implementation. Most people, myself included, have no business developing their own algorithm. It's easy to write a bad generator that you think is wonderful. That's why people need to ask questions like this one, wondering how good the library generator is. The algorithm in the generator I referenced has been through the ringer of much peer review.)