Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-79/3/a/solution

Measure immediately after service in slot , and let denote work eligible for that slot's service. Writing , the Lindley recursion is
Start with an empty queue at time . Repeated substitution gives its time-zero queue workload
where the empty sum is zero. The increasing limit defines the minimal causal queue workload:
If the mean of the remote past is , then , so . The supremum is then finite and is attained at a finite window. The same formula with indices shifted gives and satisfies the Lindley recursion directly: split the supremum into the zero-window term and all positive-window terms.

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