Algoritmo eficiente para determinar se dois conjuntos de números são disjuntos

Praticar para entrevistas com desenvolvedores de software e ficou preso em uma pergunta sobre algoritmo.

Given two sets of unsorted integers with array of length m and other of 
length n and where m < n find an efficient algorithm to determine if 
the sets are disjoint. I've found solutions in O(nm) time, but haven't 
found any that are more efficient than this, such as in O(n log m) time.

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