ThreadLocalRandom introduced in Java 7 is a faster way to generate random numbers, even in single threaded situations. Although it won’t make or break a game’s performance, we do enough random number generation that it’s worth taking a look at.
A couple of articles:
How to write really fast Java code
Prefer ThreadLocalRandom over Random (reddit discussion)
Note that if you do some googling around you may find some articles pointing to a bug where the same numbers are generated each time but it appears to have been fixed.