Question: 5. Let {N(t) } >o be a Poisson process with intensity 1. Define Y(t) = N(t) - t, and Za(t) = 4-Y(at) for a >

5. Let {N(t) } >o be a Poisson process with intensity 1. Define Y(t) = N(t) - t, and Za(t) = 4-Y(at) for a > 0, t 2 0. a. (9pts) Show that {Za(t) }txo starts from 0, and has independent and stationary in- crements. That is, i. P(Za(0) = 0) = 1; ii. Za(t1) - Za($1) and Za(t2) - Za($2) are independent for 0

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