A list of deltas should do it. In the worst case, the deltas would use log2[2^32/1000000] * 1000000 bits, so about 1.5 MB. Plus some space because of base 128 encoding (it increases size up to 37/32, rounded up per byte).
I got a worst case of exactly 2 MB (1.907 MiB) (all deltas being 4294, so the list is 0, 4294, 8588...), but maybe it's possible to get better than that.
It would be uber slow though, probably n^2.