Multiple independent sets of random numbers

I want to generate N independent sets of random numbers in C++.

I tried with the std::random, however I can do it only by declaring multiple default_random_engines. It works, but it does not suffice for my case because I do not know a priori the number of independent sets that I need.

It is important, because I need to know that each set of randomly generated numbers obeys the selected distribution, I cannot just use the same function for all of my numbers.