Brennan, Michael D. - In: Stochastic Processes and their Applications 22 (1986) 1, pp. 17-26
[0, 1] is partitioned by randomly splitting the longest subinterval, of length L, into two intervals of lengths LV and L(1 - V). V is independent of the past with a fixed distribution on (0, 1) If there are n subintervals and Ln is the length of a randomly chosen subinterval, then P(nLn [set...