The standard one in System.Random uses Donald E. Knuth's subtractive random number generator algorithm according to the documentation. Which shouldn't be too hard to find an anlysis on. http://msdn.microsoft.com/en-us/library/system.random(v=vs.1...

Then there is the Cryptographically secure one over in System.Security.Cryptography.RandomNumberGenerator I believe it uses CryptGenRandom under the hood, so I believe it has been analysed.