Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/iii/paper-26/3/c/solution

The bufferless queue output is
Put . Since , we have for all sufficiently large . Consequently the two queue overflow events are exactly equal eventually:
Apply the Poisson moderate deviation principle with exponent to obtain
There is also an exponential equivalence proof, which describes the whole output law at this smaller scale. For each ,
The right side has strictly negative logarithmic exponent at speed . Dividing instead by multiplies that negative exponent by , giving . Thus the centered, scaled input and output are exponentially equivalent and have the same good rate function. This is the moderate deviations below a bufferless queue cap.

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