Skip lists are a handy data structure, but the fact that the nodes
are variable-sized is something of an implementation hassle.
An RNG for the purpose is not hard to concoct; George Marsaglia
recently posted some good building blocks to a few relevant newsgroups
Here's his KISS (keep it simple, stupid) generator.
All variables are 32-bit quantities. You can use any of the
three sub-generators as well.
static unsigned z=362436069, w=521288629, jsr=123456789, jcong=380116160;
/* Any non-zero seeds will do */
#define znew ((z=36969*(z&65535)+(z>>16))<<16)
#define wnew ((w=18000*(w&65535)+(w>>16))&65535)
#define MWC (znew+wnew)
#define SHR3 (jsr ^= jsr<<17, jsr ^= jsr>>13, jsr ^= jsr<<5)
#define CONG (jcong=69069*jcong+1234567)
#define KISS ((MWC^CONG)+SHR3)
He also has some longer-period table-driven generators.