Am I right in thinking this is the correct use of a Concurrent Dictionary
private ConcurrentDictionary myDic = new ConcurrentDictionary
Just a note: Does not justify using a ConcurrentDicitonary object with a linear loop, making it underutilized. The best alternative is to follow the recommendations of the Microsoft Documentation, as mentioned by Oded using Parallelism, according to the example below:
Parallel.For(0, 4, i =>
{
myDic.TryAdd(i, 0);
});