Thread safe way to use MS Random in C#

RandomFactory.cs

public interface IRandomFactory
{
    Random CreateOrRetrieve();
}

public class RandomFactory : IRandomFactory
{
    public Random CreateOrRetrieve()
    {
        return _threadLocalRandom.Value;
    }

    private static Random NewThreadLocalRandom()
    {
        lock (_globalLock)
        {
            return new Random(_globalRandom.Next());
        }
    }

    private static readonly Random _globalRandom = new Random();

    private static readonly object _globalLock = new object();

    private static ThreadLocal<Random> _threadLocalRandom = new ThreadLocal<Random>(NewThreadLocalRandom);
}

adopted from https://codeblog.jonskeet.uk/2009/11/04/revisiting-randomness/