A rod of length $1$ is broken at random, which means that the remaining part has an even distribution at $(0,1)$. The remainder is broken in a similar way, and so on.
$1$. Let $X_{n}$ be the length of the part left over after the rod has been broken $n$ times. Describe $X_{n}$ as a product.
$2$. Show that the sequence $\{\log(X_{n})/ n \}_{n\geq 1}$ almost sure converges, answering what the limit is.
$3.$ Obtain an approximation for the probability that $X_{36}\leq e^{-24}$
My attempt:
- I think $\displaystyle X_{n}=\prod_{i=1}^{n}X_{i}$, where $i\in [0,n]$ with $x_{i}$ choosen uniformly from $(0,1)$. is it correct?
- We need to prove that $$U_{n}=\frac{\log (X_{n})}{n} \overset{a.s}{\to} U$$ but $$\frac{\log(X_{n})}{n}=\frac{\log\left(\prod_{i=1}^{n}X_{i} \right)}{n}=\frac{\sum_{1\leq i\leq n}\log(X_{i})}{n}$$ but since that $X_{i}$ are i.i.d (I don't sure about it. Can you correct me if I'm wrong?) and since that $$\mathbb{E}[\log(X)]=\int_{0}^{1}1\cdot \log(x)dx=-1$$ where $f(x)=\frac{1}{1-0}$ is the density function of $X\sim U(0,1)$. So, by Strong Law of Large Numbers we have $$U_{n} \overset{a.s}{\to}-1$$
- I don´t know how to solve this option.
Can you teach me how can I solve this problem?