Question: 6.7. Let {N(t); t ? 01 be a Poisson process of intensity A, and let Y Y,, . . . be independent and identically distributed

6.7. Let {N(t); t ? 01 be a Poisson process of intensity A, and let Y Y,, . . . be independent and identically distributed nonnegative random variables with cumulative distribution function G(y) = y° for 0 < y < 1.

Determine Pr{Z(t) > zIN(t) > 0), where Z(t) = min{Y,, Describe the behavior for large t.

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