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I go to Site A and get a cookie. Now I got to Site B and since it's on a new domain I have no cookies set and am basically a brand new visitor, so I get another cookie. Even if both those cookies are being relayed to some backend, how can it ever tell that I'm the same person on Site A as Site B?

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Then they'll have to start implementing workarounds. The EFF made an interesting tool [1] a few years ago to show how easily you can be tracked from your browser configuration and installed plugins/fonts/etc. There might be more advanced tricks nowadays.

[1] https://panopticlick.eff.org/

Mobile is exactly where you don't want to rely on this kind of fingerprinting. Especially on iOS, it's a platform with only one rendering engine and no plugins.

Here's what it managed to get from my iPhone 6[1]. This would be the same 'fingerprint' as virtually every iPhone 6 user in the UK.

[1] http://i.imgur.com/IkccCei.jpg

The ad network is able to serve content natively through the domain of both A and B. That means they can send back a beacon pixel to Site B from Site A's domain, which will let them link the two ids. They only need to do it one time to link up the ids for a pair of domains.

Said beacon pixel is what will be blocked by blocking the network domain.

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