185
Views
0
CrossRef citations to date
0
Altmetric
Research Article

A Multiple Integration Approach to the Broken Stick Problem with Predetermined Minimum Piece Lengths

Received 03 Oct 2022, Accepted 11 Mar 2024, Published online: 03 Apr 2024

Summary

Not many mathematical problems can be successfully introduced around a dinner table or in other social settings, but a quick internet search tells us that broken stick problems are among the classics that still engage. The fact that solutions may require basic knowledge of calculus, probability, and combinatorics helps demonstrate the power and necessity of mathematical formalism. In this article, the general intention has been to show how multiple integrals calculate probabilities in relation to polygons made by pieces from a randomly broken stick of unit length. Most of this article is devoted to proving a probability formula for the case where side lengths have predetermined lower bounds. This formula generalizes a well known corresponding formula without these requirements.

We will consider the probability of making an n+1-edged polygon (n2), originating from pieces of a randomly broken stick of unit length, meaning that the n breaking points are independent realizations of a uniform distribution on (0,1). For a polygon to be accepted, we also require that piece number i has fixed minimum length li0 (i=1,,n+1). To identify piece number i, we transfer the stick to the real line, where the n breaking points are indexed according to their position, 0<x1<x2<<xn<1.

The piece lengths are also called spacings, and spacing number i is denoted by Δi. If x0=0 and xn+1=1, we have Δi=xixi1 (i=1,,n+1). If one of the spacings happens to be at least 1/2, the sum of the remaining spacings cannot exceed 1/2, and the result would be that no polygon could be made. Hence we conclude that the requirement (1) 0li<Δi<1/2,(i=1,,n+1)(1) must be fulfilled.

Definition

A single piece between xi1 and xi is called legal if 0li<Δi<1/2, and a constellation (x1,,xn), where 0<x1<<xn<1, is called legal if (1) is satisfied.

A triangle probability formula

Situations with broken sticks are well suited for simulation, and 100,000 simulations of a broken stick into three pieces resulted in an estimated probability p̂L(l1,l2,l3)=0.04495 of forming a triangle when (l1,l2,l3)=(1/3,1/4,1/5). We note that the sum l1+l2+l3 of the lower bounds is 47/60 in this case, fulfilling the general requirement j=1n+1lj<1.

The good news is that double integrals will take us to the exact answer pL(l1,l2,l3). To reach that far, we first consider geometrically all possible constellations (x1,x2), where 0<x1<x2<1. tells us what the set U satisfying these inequalities looks like.

Figure 1: A pentagon generated from a broken stick of unit length.

Figure 1: A pentagon generated from a broken stick of unit length.

Figure 2: The shaded region represents all possible constellations (x1,x2).

Figure 2: The shaded region represents all possible constellations (x1,x2).

It’s no surprise that 01x11 dx2 dx1=12,since the double integral represents the area of U. The fact that the breaking points are independent realizations of a uniform distribution on (0,1) implies that every constellation (x1,x2)U has the same probability of occurring. If we let L denote the set of all legal constellations, we thus find that the triangle probability pL(l1,l2,l3) must be pL(l1,l2,l3)=Area of LArea of U.

So next we must describe L and find its area. We will do that by writing L=AB, where A contains all legal and illegal constellations inside U satisfying l1<Δ1, l2<Δ2, and l3<Δ3, while B contains all illegal constellations in A. We claim that A and B may be described as follows: A:{l1<x1<1l2l3x1+l2<x2<1l3, B:{12<x1<1l2l3x1+l2<x2<1l3.

Regarding A, we know that x1>l1, since the first piece is at least of length l1. To ensure sufficient space for the two pieces to the right, we require x1<1l2l3. Wherever x1 is situated, we must be sure that x2x1>l2. Thus, we must have x1+l2<x2, and in addition x2<1l3, since we must clear enough space for the last piece.

The illegal constellations of B are characterized by the fact that exactly one of the spacings exceeds 1/2. When (l1,l2,l3)=(1/3,1/4,1/5), we can have Δ1>1/2, since l2+l3<1/2 in this case. The fact that l1+l3>1/2 and l1+l2>1/2 makes it impossible to achieve illegal constellations of the kinds where Δ2>1/2 or Δ3>1/2. Altogether, this justifies the claimed description of B. In we see the legal region L together with the illegal region B (A=LB).

Figure 3: The legal region L is represented by a trapezoid.

Figure 3: The legal region L is represented by a trapezoid.

Now we are ready to compute the probability pL(l1,l2,l3). We could of course have found the area of the trapezoid by the standard formula, but let us instead do it by double integration, since we want to generalize the process later. If we omit details, we get Area(A)=A dx2 dx1=l11l2l3x1+l21l3 dx2 dx1=12(1l1l2l3)2=1697200and Area(B)=B dx2 dx1=1/21l2l3x1+l21l3 dx2 dx1=12(12l2l3)2=1800.

Hence we obtain pL(l1,l2,l3)=Area(L)Area(U)=1697200180012=245=0.0444,which is in good compliance with the simulated result (it deviates less than one standard deviation).

We have so far intentionally chosen to keep the notation l1, l2, and l3 instead of inserting specific numbers immediately. For (l1,l2,l3)=(1/3,1/4,1/5), we found (2) pL(l1,l2,l3)=(1l1l2l3)2(12l2l3)2.(2)

In mathematics there is always a desire to generalize, and this is also the case here. Under the right circumstances, we would have subtracted three terms in (2) instead of one. If in general (l1,l2,l3) fulfills the requirements l1+l2<1/2, l1+l3<1/2, and l2+l3<1/2, we might see illegal constellations of all three kinds, referring to the possible outcome that all three spacings might exceed 1/2 (one at a time). To make a unified formula, taking this into consideration, we need a notation that cancels a numerical expression a when a0 and keeps a when a>0. We define (a)+ by (a)+={0,a0a,a>0.

So, if i=13li<1, where li<1/2 (i=1,2,3), a generalization of (2) gives us (3) pL(l1,l2,l3)=(1i=13li)2i=13(12jilj)+2.(3)

In the next section we will see that a further generalization of (3) to n+1 pieces will look very similar.

Example 1.

If l1=l2=l3=0 in (3), we get pL(0,0,0)=13·1/4=1/4 to be the probability of making a triangle of the pieces when there are no minimum length restrictions. This will be a well known result for those who have made a Google search with keywords “broken stick.”

Example 2.

If l1=0.15, l2=0.05, and l3=0.40, the use of (3) will give pL(0.15,0.05,0.40)=(10.60)2(120.45)2(120.20)2=0.0675.

A polygon probability formula

The triangle probability was calculated as a fraction between a legal area L and a possible area U. When n+1=4, legal and possible regions will be subsets of R3, and volumes will measure the space these constellations occupy. When the number of breaking points increases to n>3, we must consider “volumes” of n-dimensional regions, also called hypervolumes, to be able to calculate the relevant probabilities. If L=L(l1,,ln+1)Rn denotes the set of all legal constellations (x1,,xn) for a given sequence of lower bounds l1,,ln+1, the probability pL(l1,,ln+1) of being able to make a polygon from the n+1 pieces may be expressed by the proportion between favorable and possible outcomes, pL(l1,,ln+1)=Ldxndx1Udxndx1,expressed by hypervolumes. The idea now is to follow the same reasoning that was used for the triangle probability. The main challenge will be to compute the corresponding n-tuple integrals over the regions U, A, and B, and thereby find pL(l1,l2,,ln+1). The region A consists of all constellations in U satisfying 0li<Δi (i=1,,n+1). Since there will be both legal and illegal constellations in A, we must remove the region B of illegal ones to obtain L. So, in line with the triangular case, we have L=AB, telling us that pL(l1,,ln+1)=Adxndx1Bdxndx1Udxndx1.

Integrating over the region U

Computation of Udxndx1 may be performed as an iterated integral with limits induced by 0<x1<x2<<xn<1. If U’s hypervolume is denoted by VU, we have VU=01x11xn11 dxn dxn1dx1.

The innermost integral gives the result 1xn1. The next iteration gives xn21(1xn1) dxn1=[12(1xn1)2]xn21=12(1xn2)2.

Computing yet another one, we obtain xn3112(1xn2)2 dxn2=12·13(1xn3)3.

A natural guess is that k iterations will give us the result 1k!(1xnk)k.

Since we get xn(k+1)11k!(1xnk)k dxnk=1(k+1)!(1xn(k+1))k+1,

we can conclude, by induction, that VU=01x11xn11 dxn dxn1dx1=1n!(1x0)n=1n!.

Integrating over the region A

Computation of VA=Adxndx1 is performed in much the same way as VU, but the integration limits are a bit more complicated. We remember that A consists of constellations (x1,,xn) in U such that li<Δi for all i. As in an ordinary multivariable calculus course, describing the integration range is an important part of the job. The basic idea, establishing the limits, will be to make room for the ni+1 pieces, with minimum total length j=i+1n+1lj, to the right of the breaking point xi. The lower integration limit, integrating with respect to xi, is obtained by adding the corresponding minimum tolerance li to the neighboring variable xi1, in line with the requirement lixixi1. We therefore get the following description of A: (4) xi1+li<xi<1j=i+1n+1lj,(i=1,,n).(4)

The resulting multiple integral becomes (5) VA=x0+l11S1x1+l21S2xn1+ln1Sn dxndx1,(5) where Si=j=i+1n+1lj. To evaluate (5), our strategy will again be to observe the pattern after a few iterations. The innermost integration gives 1Snxn1ln=1xn1Sn1, since Snln=Sn1.

Next, integrating with respect to xn1, we obtain xn2+ln11Sn1(1xn1Sn1) dxn1=12!(1xn2Sn2)2.

Our guess should be that k iterations will result in (6) 1k!(1xnkSnk)k,(6)

so we will have to prove that xnk1+lnk1Snk1k!(1xnkSnk)k dxk1=1(k+1)!(1xnk1Snk1)k+1.

We omit the details here and conclude that, by induction, it is proved that the result after n iterations becomes (7) VA=1n!(1x0S0)n=1n!(1j=1n+1lj)n.(7)

Formula (7) is not a new one. In [Citation1] an alternative derivation of the corresponding probability formula is suggested.

Integrating over the region B

Computation of VB=Bdxndx1 will follow the same path as for U and A. We repeat that B consists of the illegal constellations in A, a constellation being illegal if exactly one of the spacings, say Δi, is too big, that is, Δi>1/2. For simplicity, let us first assume Δn+1>1/2. Then the first n spacings cannot exceed 1/2 in total length. The condition j=1nlj<1/2 is therefore necessary if one is to avoid zero probability, telling us that the situation is analogous to the one handled for the region A. In analogy with (4), we get the following integration ranges for the n breaking points: (8) xi1+li<xi<12j=i+1nlj(i=1,,n),(8) where the upper limit of (8) is 1/2 when i=n. The hypervolume VBn+1 of observing an illegal constellation, with piece number n+1 illegally big, may therefore be inherited from (7), and we get VBn+1=1n!(12j=1nlj)+n.

The question now is whether one can expect something else to happen if one of the other pieces is illegally big. The answer is no because the spacings Δi (i=1,,n+1) are identically distributed. To see that, we follow the reasoning in [Citation1], and consider a circle with circumference equal to 1. Then we imagine a sample x1,,xn+1, positioned randomly and independently on the circle. By symmetry, the spacings must be identically distributed. Next we cut the circle at xn+1 and straighten it out to become a stick of length 1. We have then obtained that the xis (i=1,,n) constitute an independent and random sample on (0,1), with identically distributed spacings. This is why the hypervolume VBi of constellations with an illegally big piece number i is given by (9) VBi=1n!(12jilj)+n.(9)

Alternatively, assuming Δi>1/2, we must have jilj<1/2, which enables us to derive the nonzero variant of (9), integrating over the region Bi characterized by l1<x1<12j2,jiljx1+l2<x2<12j3,jiljxi2+li1<xi1<12ji+1ljxi1+12<xi<1ji+1ljxi+li+1<xi+1<1ji+2ljxn1+ln<xn<1ln+1.

The spacing Δi is usually located somewhere in the middle, and we must therefore do the integration with respect to xi separately. We can reuse the expression in (6) to obtain the result 1(ni)!(1xiSi)ni

after the first ni iterative integrations. Then, integrating with respect to xi, we get xi1+1/21Si1(ni)!(1xiSi)nidxi=1(ni+1)!(12xi1Si)ni+1.

We do the last i1 integrations following the same recipe, but li will not be included in the sums. The final result is VBi=1n!(12j=1i1ljj=i+1n+1lj)n=1n!(12jilj)n.

Since every single piece has the opportunity to become illegally big (one at a time), we have the disjoint union B=i=1n+1Bi, and therefore VB=i=1n+1VBi. From L=AB, we obtain pL(l1,l2,,ln+1)=VAVBVU.

We summarize what we have found in the following theorem.

Theorem 1.

Suppose a stick of unit length is broken into n+1 pieces. The breaking points x1,,xn are assumed to be independent realizations from a uniform distribution on (0,1), and organized in rising order. If 0lj<1/2 ( j=1,,n+1) and j=1n+1lj<1, the probability pL(l1,,ln+1) that the pieces are legal, and thus may form a polygon, is given by (10) pL(l1,,ln+1)=(1j=1n+1lj)ni=1n+1(12jilj)+n.(10)

Example 3.

Let n=5 and (l1,l2,l3,l4,l5,l6)=(0.25,0.10,0.10,0.05,0.05,0.02). In this case the polygon probability in (10) becomes pL=(10.57)5(0.50.32)52·(0.50.47)50.01451.

100,000 simulations gave an estimated probability p̂L=0.01456, which agrees well with the true value.

In the following examples we will assume l1=l2==ln+1=l. Therefore we simplify notation and write pL(l1,,ln+1)=pL(l,n+1)in these cases.

Example 4.

We will find a piecewise expression of pL(l,n+1). We get jilj=nl for every i. This means that pBi=0 if nl1/2, and pBi=(1/2nl)n if nl<1/2. Hence, we get (11) pL(l,n+1)={(1(n+1)l)n(n+1)(12nl)n,0l<12n,(1(n+1)l)n,12nl<1n+10,1n+1l.(11)

Example 5.

If l=0 in (11), we find (12) pL(0,n+1)=1n+12n.(12)

There are several derivations of (12) in the literature, one of them in [Citation2] and another one in [Citation3]. The last reference is based on multiple integration. demonstrates how the probabilities pL(0,n+1) increase as the number of pieces increases.

Table 1: Here we see how polygon probabilities depend on the number of pieces.

Example 6.

In we have evaluated pL(0.01,n+1) according to (11). Compared to the case l=0 of , we see how the polygon probabilities decrease when the number of pieces gets sufficiently big.

Table 2: Here we see how a requirement of minimum piece lengths may affect polygon probabilities.

Example 7.

We take a closer look at (11) when l=1/(2n) and get pL(12n,n+1)=(1212n)n=12n(11n)n.

Since (11/n)n1/e as n, we obtain the asymptotic relation pL(12n,n+1)12ne(n).

Example 8.

We notice that the piecewise expression of pL(l,n+1) in (11) is n1 times differentiable at l=1/(2n). indicates this smoothness at l=1/8, when n+1=5.

Figure 4: The piecewise expression of pL(l,5) displays graphical smoothness at l=1/8.

Figure 4: The piecewise expression of pL(l,5) displays graphical smoothness at l=1/8.

Further reading

The original problem of forming a triangle from pieces of a randomly broken stick has been expanded and generalized in several directions. Reference [Citation4] provides some insight into the historical development, as well as a few areas of application. The professional content of this article can be perceived as quite advanced, but some of the references should nevertheless be worth a closer look.

Acknowledgments

I’m very thankful for the guidance and inputs from the referee and the editor. This was crucial to give the article a necessary increase in readability and appeal. I would also like to thank my former colleague, Ivar Henning Skau, who inspired me to study and write about “broken stick” problems.

Disclosure Statement

No potential conflict of interest was reported by the author(s).

Additional information

Notes on contributors

Kai Forsberg Kristensen

Kai Forsberg Kristensen ([email protected]) is a docent of mathematics at the University of South-Eastern Norway. He received his cand. scient. degree from the University of Oslo in 1985 and has a long career in teaching mathematics and statistics to engineering students. He takes special interest in problems that are intuitively easy to grasp but might require a certain degree of mathematical insight to solve. If one nonprofessional interest was to be mentioned, it would have to be fishing—an activity he would like to spend more time on.

References