GenerateAbsolutelyRandomNumber.cs

using System;
using System.Collections.Generic;
using System.Data.Entity;
using System.Linq;
using System.Text;
using System.Threading;
using System.Threading.Tasks;

namespace ConsoleApplication1
{
    class Program
    {
        private static Random random = new Random();
        private static object locker = new object();
        private static List<string> items = new List<string>();

        static void Main(string[] args)
        {
            for (int i = 0; i < 1000; i++)
            {
                var thread = new Thread(new ThreadStart(Try));

                thread.Start();
            }

            Thread.Sleep(1000);

            Console.WriteLine($"Total: {items.Count}, Distinct: {items.Distinct().Count()}");
        }

        static void Try()
        {
            lock (locker)
            {
                string value = string.Empty;

                do
                {
                    value = random.Next(0, 99999).ToString();
                }
                while (items.Contains(value));

                items.Add(value);
            }
        }
    }
}