Matching floors of a logarithm

Let X,YiidUniform(0,1)X, Y \overset{\text{iid}}{\sim} \text{Uniform}(0,1). Compute P ⁣[log2X=log2Y]\mathbb{P}\!\left[\lfloor \log_2 X \rfloor = \lfloor \log_2 Y \rfloor\right].

Show hints (2)+
  1. log2X=k\lfloor\log_2 X\rfloor=-k means X[2k,2k+1)X\in[2^{-k},2^{-k+1}), an interval of length 2k2^{-k}.
  2. Both variables share band kk with probability (2k)2(2^{-k})^2. Sum the geometric series over k1k\ge1.

Answer

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0.3333 (± 0.001)

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Asked at: Jane Street, SIG

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