Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2004/iii/paper-31/4/b/solution

Write . For each t the minimum in the finite-buffer formula is no greater than . Taking the outer supremum gives . Also ensures : the choice gives zero, and each term is at most .
Every path in the fiber therefore lies in the set . Infima of its action give
The last equality partitions that set by its queue workload fibers. It is a variational consequence of the pathwise order, without a questionable inference from probabilities of exact queue workload values.

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