java.util.Random.nextDouble() is slow for me and I need something really fast.
I did some google search and I've found only integers based fast random generators. Is here anything for real numbers from interval <0, 1) ?
If you need something fast and have access to Java8, I can recommend the java.utils SplittableRandom. It is faster (~twice as fast) and has better statistical distribution.
If you need a even faster or better algorithm I can recommend one of these specialized XorShift variants:
Information on these algorithms and their quality can be found in this big PRNG comparison.
I made an independent Performance comparison you can find the detailed results and the code here: github.com/tobijdc/PRNG-Performance
Futhermore Apache Commons RNG has a performance test of all their implemented algoritms
TLDR
Never use java.util.Random, use java.util.SplittableRandom.
If you need faster or better PRNG use a XorShift variant.