How many bins do random numbers fill?

Solution 1:

Define the indicator random variable $I_i$ for $1 \leq i \leq m$ as $1$ if alphabet $i$ is present in the set ${a_1,\dots,a_n}$. Then the size of the set is simply $\sum_{i=1}^m I_i$. The expectation of this can be easily computed by linearity of expectation. The probability that $I_i$ equals $1$ is given by $1-\left( \frac{m-1}{m} \right)^n$ and therefore the expected size of the set is $m \left[ 1- \left( 1 - \frac{1}{m} \right)^n \right]$. For $m=n$, the limiting value is indeed as you mentioned in the question.

Solution 2:

This is dealt with in depth at http://www.math.uah.edu/stat/urn/Birthday.html.