5.6.7 Let fN.t/I t 0g be a Poisson process of intensity , and let Y1;Y2; : :...

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5.6.7 Let fN.t/I t 0g be a Poisson process of intensity , and let Y1;Y2; : : : be independent and identically distributed nonnegative random variables with cumulative distribution function

Determine PrfZ.t/ > zjN.t/ > 0g, where Z.t/ D min
Y1;Y2; : : : ;YN.t/
:
Describe the behavior for large t.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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Question Posted: Nov 01, 2024 01:00 AM

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5.6.7 Let fN.t/I t 0g be a Poisson process of intensity , and let Y1;Y2; : :...

Question:

G(y) y for 0 < y < 1.

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An Introduction To Stochastic Modeling

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