I'm reasonably sure the PRNG being used in the python version came from numpy and was implemented in C (or other native code, not python). The problem was that the necessary control flow and varying parameters around it meant you had to call it once per value from python (and you had to generate a lot of values).

And if I recall correctly there was no allocation in the hot loop, with a single large array being initialized via numpy to store the values before hand. Certainly that's one of the first things I would think to fix.

I was strongly convinced at the time that there was no significant improvement left in python. With >99% of the time being spent in this one function, and no way to move the loop into native code given the primitives available from numpy. Admittedly I could have been wrong, and I'm not about to revisit the code now, since it has been years and it is no longer in use - so everything I'm saying is based off of years old memories.