 Mean and peak limits of effective bandwidth

For nonnegative traffic with exponential moments near zero, its effective bandwidth has expansion $\mathbb{E}X+s\mathrm{Var}(X)/2+O(s^2)$. For bounded traffic with essential supremum $M$, it increases toward $M$: the exponential moment is at most $e^{sM}$, and any positive probability of $X>a$ gives $\alpha (s)\ge a+s^{-1}\log \mathbb{P}(X>a)$. Unbounded traffic has an infinite large-parameter limit when all positive exponential moments exist; a finite moment domain must be respected.