Breaking a stick into a triangle
Asked at Jane Street, Optiver, SIG
A stick of length is broken at two points chosen independently and uniformly at random along its length, producing three pieces.
What is the probability that the three pieces can form a triangle?
Show a hint
Three lengths form a triangle iff each piece is shorter than the sum of the other two, equivalently, no piece exceeds . Set up the two break points in the unit square.