A rambda function which ia a member variable isn't functioning

The class "montecarlo" contains lambda as a member variable. This code can be compiled, but will cause "Segmentation fault(core dumped)" in run time. Could you explaine how to fix it?

#include<random>
#include<functional>
#include<iostream>

class montecarlo
{
  public:
    montecarlo(double x_min, double x_max);
    std::function<double()> rand;
};

montecarlo::montecarlo(double x_min, double x_max){
  std::random_device rd;
  std::mt19937 mt(rd());
  std::uniform_real_distribution<double> rand_(x_min, x_max); 
  rand = [&](){return rand_(mt);};
}

int main(){
  montecarlo x(0, 1);
  std::cout<<x.rand()<<std::endl;
}

And what made me wonder is when I change the constructor's implementation into the code below, it worked:

montecarlo::montecarlo(double x_min, double x_max){
  rand = [](){return 0;};
}

You would probably know, but let me say that what I want to do is not just using a random functions. Thanks.