Will the two of them actually meet?
Asked at Jane Street, SIG
Two traders agree to meet between 12:00 and 1:00. Each arrives at a uniformly random time in that hour, independently, and waits minutes for the other before leaving.
What is the probability that they actually meet?
Show a hint
Let their arrival times be and in minutes, uniform over a square. They meet when their arrivals are within minutes of each other. Shade that region.