TITLE: The Euler-Mascheroni constant and entropy
QUESTION [23 upvotes]: I would like to know if I have discovered or merely rediscovered the following pretty fact.
A partition of $[0,1]$ into intervals of lengths $p_{i, i=1\ldots n}$ induces a probability distribution with entropy $-\sum p_i \log_2 p_i$; call this also the entropy of the partition.
For a given $n$, entropy gets maximized by the uniform partition, namely taking all the $p_i$ equal to $1/n$.
Alternatively, one can generate a type of random partition by randomly sampling $n-1$ points according the uniform distribution on $[0,1]$, and then making the sampled points the endpoints of intervals.
The pretty fact: as $n$ grows large, the average amount by which the entropy of the uniform partition exceeds the entropy
of this sort of random partition tends to a limit with the simple expression $(1-\gamma)/\ln(2)=0.609948863612\ldots$.
Question: does this fact appear anywhere in the literature?  (Also interested if it's a folk theorem.)

REPLY [13 votes]: The earliest reference I have found for this result is Entropy and maximal spacings for random partitions (E. Slud, 1978).
Theorem 2.2 states that the entropy $W_n=-\sum_{i=1}^n p_i \ln p_i$ of the random partition is asymptotically normally distributed for $n\rightarrow \infty$ as ${\cal N}(\ln n +\gamma-1,\alpha_n)$, with $\alpha_n={\cal O}(1/n)$.
(Note that $\ln n$ is the "maximal entropy" from the OP, with natural logarithms rather than base 2.)
Theorem 2.3 then specifies that, almost surely as $n\rightarrow\infty$,
$$\ln n - W_n=1-\gamma+{\cal O}\left(\sqrt{\frac{\ln\ln n}{n}}\right).$$
The proof follows directly from formulas for moments of $W_n$ derived in On a Class of Problems Related to the Random Division of an Interval (D.A. Darling, 1953).

A related result that also follows from Darling (1953) is the large-$n$ limit of $T_n=-\sum_{i=1}^n \ln(np_i)$. As derived in Logarithms of sample spacings (S. Blumenthal, 1968), $n^{-1/2}(T_n-n\gamma)$ is asymptotically normally distributed as ${\cal N}( 0,\zeta(2)-1)$.