Pros and cons of RNGCryptoServiceProvider

Question

What are the pros and cons of using System.Security.Cryptography.RNGCryptoServiceProvider vs System.Random. I know that RNGCryptoServiceProvider is 'more random', i.e. less predictable for hackers. Any other pros or cons?

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UPDATE:

According to the responses, here are the pros and cons of using RNGCryptoServiceProvider so far:

Pros

• RNGCryptoServiceProvider is a stronger cryptographically random number, meaning it would be better for determining encryption keys and the likes.

Cons

• Random is faster because it is a simpler calculation; when used in simulations or long calculations where cryptographic randomness isn't important, this should be used. Note: see Kevin's answer for details about simulations - Random is not necessarily random enough, and you may want to use a different non-cryptographic PRNG.

Answer 1

A cryptographically strong RNG will be slower --- it takes more computation --- and will be spectrally white, but won't be as well suited to simulations or Monte Carlo methods, both because they do take more time, and because they may not be repeatable, which is nice for testing.

In general, you want to use a cryptographic PRNG when you want a unique number like a UUID, or as a key for encryption, and a deterministic PRNG for speed and in simulation.

Answer 2

System.Random is not thread safe.