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Document `MKLRandomState` in the API reference and align docstrings with NumPy #587

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Run time

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Job	Run time
build_windows (3.10, 2.2)	5m 58s
build_linux (3.13, 2.3)	3m 26s
build_osx (3.10, 2.2)	5m 20s
build_osx (3.15, 2.5, 3.15.* *_cp315, 3.15)	5m 17s
build_windows (3.15, 2.5, 3.15.* *_cp315, 3.15)	5m 27s
build_windows (3.11, 2.3)	6m 14s
build_osx (3.11, 2.3)	5m 20s
build_windows (3.14, 2.3, 3.14.* *_cp314, 3.14)	5m 13s
build_linux (3.11, 2.3)	3m 22s
build_osx (3.14, 2.3, 3.14.* *_cp314t, 3.14t)	5m 17s
build_linux (3.15, 2.5, 3.15.* *_cp315, 3.15)	4m 0s
build_windows (3.14, 2.3, 3.14.* *_cp314t, 3.14t)	5m 29s
build_osx (3.13, 2.3)	4m 10s
build_linux (3.10, 2.2)	3m 3s
build_osx (3.12, 2.3)	5m 22s
build_osx (3.14, 2.3, 3.14.* *_cp314, 3.14)	5m 18s
build_windows (3.13, 2.3)	5m 17s
build_linux (3.14, 2.3, 3.14.* *_cp314t, 3.14t)	4m 6s
build_linux (3.12, 2.3)	3m 30s
build_windows (3.12, 2.3)	6m 1s
build_linux (3.14, 2.3, 3.14.* *_cp314, 3.14)	4m 1s
test_linux (3.10, 2.2)	1m 25s
test_linux (3.14, 2.3, 3.14.* *_cp314t, 3.14t)	1m 14s
test_linux (3.15, 2.5, 3.15.* *_cp315, 3.15)	1m 27s
test_linux (3.11, 2.3)	1m 28s
test_linux (3.12, 2.3)	1m 15s
test_linux (3.14, 2.3, 3.14.* *_cp314, 3.14)	1m 20s
test_linux (3.13, 2.3)	1m 12s
test_osx	0s
test_windows (3.10, 2.2)	2m 34s
test_windows (3.12, 2.3)	2m 14s
test_windows (3.14, 2.3, 3.14.* *_cp314t, 3.14t)	2m 29s
test_windows (3.13, 2.3)	2m 23s
test_windows (3.15, 2.5, 3.15.* *_cp315, 3.15)	1m 59s
test_windows (3.14, 2.3, 3.14.* *_cp314, 3.14)	1m 18s
test_windows (3.11, 2.3)	1m 31s
	2h 5m 0s