The simplest example on c++11 <random>

For some reasons, the internet lacks a beginner-level tutorial on how to use the c++11 <random> library when your code is made up of different files.
This is not a tutorial, this is just what I managed to put together...

I want

• one global random engine (e.g. the mersenne twister)
• one real-value uniform distribution in the interval [0,1), let's call this function RANDOM()
• to be able to call RANDOM() from anywhere in my code.

There are three files: random.h, random.cpp and main.cpp (any additional .cpp file that includes random.h can use the function RANDOM() ).
The content of the files is as follow:
 
random.h

// random.h
#ifndef _RND_HH_
#define _RND_HH_

#include <random> //--- FOR THIS YOU NEED c++11, enable with -std=c++11 flag

// Declare engine - single instance for the whole code
//extern std::mt19937 my_rng;
extern std::mt19937_64 my_rng;

//Declare distributions:
extern std::uniform_real_distribution<double> my_unif_real_dist;
//extern std::uniform_int_distribution<double> my_unif_int_dist;

int Seed(int seed);
double RANDOM();

#endif 

// end of random.h 

random.cpp

//random.cpp
#include <stdio.h>
#include <iostream>
#include <chrono>
#include "random.h"

//std::mt19937 my_rng {}; 
std::mt19937_64 my_rng {}; // Defines an engine
std::uniform_real_distribution<double> my_unif_real_dist(0., 1.); //Define distribution
// Function to seed the random number generator from main file
// useful if you want the seed from a parameter file
// a negative value for seed gets you a random seed
// outputs the seed itself
int Seed(int seed)
{
  if (seed < 0) {
    long rseed=static_cast<long unsigned int>(std::chrono::high_resolution_clock::now().time_since_epoch().count());
    std::cerr << "Randomizing random generator, seed is "<<rseed<<std::endl;
    my_rng.seed(rseed);
    return rseed;
  } else {
    std::cerr << "User-provided seed is "<<seed<<std::endl;
    my_rng.seed(seed);
    return seed;
  }
}
// This is the function to call if you want a random number in the interval [0,1)
double RANDOM(void)
{
  return my_unif_real_dist(my_rng);
}
// end of random.cpp

And finally for the main.cpp file

//main.cpp
#include <stdio.h>
#include <iostream>
#include "random.h"

int main()
{
  int max = 10;
  int my_seed = 235;
  
  int my_new_Seed = Seed(my_seed);
  
  for(int i=0; i<max;++i){
    double one_random_number = RANDOM();
    std::cerr << RANDOM() << std::endl;
  }
}// end of main.cpp

That's it! This is really all you need.
Compile it with:
g++ -std=c++11 random.cpp main.cpp -o my_pretty_random_numbers
and happy random number generation.

By the way, this seems to work fine on my machine (running Ubuntu 18).
Can this be improved in simplicity and/or performance? Are there bugs?
Please let me know!