Let $x, y \in \mathbb{R}^{n}$ be two fixed unit vectors with angle $\alpha \in (\frac{\pi}{2}, \frac{3\pi}{4})$. Define the positive half space associated with a vector $z$ to be $\mathcal{H}(z) = \{h : z^\top h \geq 0\}$. 


Choose $m$ unit vectors $\{a\_i\}\_{i=1}^{m}$ uniform over the set $\mathcal{H}(x) \cap \{h : \|h\|\_2 = 1\}$, what is the probability that
$y \in \bigcup\_{i=1}^m \mathcal{H}(a\_i)$?


How does this probability depend on $\alpha, m$ and $n$?



Union of random half spaces cover a ray
You should look instead at the probability $p\_m$ that 
$$
y\notin \bigcup\_{i=1}^m \mathcal H(a\_i) \;,
$$
or, in other words, that $\langle y, a\_i \rangle < 0$ for all $a\_i$. Since $a\_i$ are independent, 
$$
p\_m = \left( \mathbf P \{ \langle y, a \rangle < 0 \} \right)^m \;,
$$
where $a$ is uniformly distributed on the half-sphere determined by $x$. Finally, $\mathbf P \{ \langle y, a \rangle < 0 \}$ is just the ratio of the volume of the intersection of the half-spheres determined by $x$ and $-y$ and the volume of the unit radius half-sphere in $\mathbb R^n$.


