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Jan 18 at 18:36 history edited Ash Malyshev CC BY-SA 4.0
simplify messy computation
Jan 18 at 6:14 comment added Ash Malyshev If I'm not mistaken, looking at $M = \log b + \log \log b$ and computing the probability that exactly one interval is stranded after $M$ gives you a bound $f(0, b) < 1 - (\log b)^{-1 + o(1)}$, so the probability goes to 1 fairly slowly.
Jan 18 at 4:25 history edited Ash Malyshev CC BY-SA 4.0
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Jan 18 at 2:22 history edited Ash Malyshev CC BY-SA 4.0
fix Omega notation.
Jan 18 at 1:44 comment added Ash Malyshev Follow-up question: characterize which joint distributions of $X, Y$ have the property that sampling the distribution $n$ times and taking the union of the intervals $(X_i, Y_i)$ results in a contiguous interval with high probability as $n \to \infty$. Are there any nondegenerate cases where this isn't true?
Jan 18 at 1:10 comment added Ash Malyshev I also suspect there's a less-tedious argument in the continuous-time independent-balls formulation. (E.g. something in terms of an explicit formula for the distribution of the ball-states at time $t$, which can be handled with matrix exponentials?) Alas I haven't the time to look for a shorter answer.
Jan 18 at 0:59 history edited Ash Malyshev CC BY-SA 4.0
added 11 characters in body
Jan 18 at 0:49 history edited Ash Malyshev CC BY-SA 4.0
added 10 characters in body
Jan 18 at 0:39 history answered Ash Malyshev CC BY-SA 4.0