TST: add a test in a new test_multithreading module

numpy/_core/tests/test_multithreading.py

@@ -0,0 +1,15 @@
+import concurrent.futures
+
+import numpy as np
+
+
+def test_parallel_errstate_creation():
+    # if the coercion cache is enabled and not thread-safe, creating
+    # RandomState instances simultaneously leads to a data race
+    def func(seed):
+        np.random.RandomState(seed)
+
+    with concurrent.futures.ThreadPoolExecutor(max_workers=8) as tpe:
+        futures = [tpe.submit(func, i) for i in range(500)]
+        for f in futures:
+            f.result()