Random number generation in OCaml

When using strict functional languages you are bound to a way of writing programs. I come with the problem of generating large quantity of pseudo random numbers with OCaml and I'm not sure I'm using the best way to generate this numbers on such language.

What I did was create a module with a function (gen) that takes an integer as the size and an empty list and returns a list of pseudo random numbers of size size. The problem is when the size is to large, it asserts a StackOverflow which is what is expected.

Should I use tail recursion? Should I use a better method that I'm not aware of?

module RNG =
struct
  (* Append a number n in the end of the list l *)
  let rec append l n =
    match l with
    | [] -> [n]
    | h :: t -> h :: (append t n)

  (* Generate a list l with size random numbers *)
  let rec gen size l =
    if size = 0 then
      l
    else
      let n = Random.int 1000000 in
      let list = append l n in
      gen (size - 1) list
end

Testing the code to generate a billion pseudo random numbers returns:

# let l = RNG.gen 1000000000 [];;
Stack overflow during evaluation (looping recursion?).