Is there 'random sampling with replacement' in MKL?

I am coding using C/C++, and try to do sampling with replacement based on the sampling probability.

Considering the running performance, I try to use Intel MKL. However, I only find random sampling without replacement http://ift.tt/2gtYWVM. I did not find random sampling with replacement. To get random sampling with replacement, I can call random sampling without replacement many times and get only one sample each time, which I think may run a bit slowly.

Then, is there 'random sampling with replacement' in MKL? or other strategy can fast run 'random sampling with replacement'?

All experiments are done in only one thread.