Solution

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

Put and , allowing gamma to be infinity if no rate above C has finite cost. We prove the linear workload rate for a local convex action, which in particular proves monotonicity on the physical domain .
For an absolutely continuous finite-cost path and any interval of length t with positive net work , its average arrival rate is . Nonnegativity of g and Jensen inequality give
If , choose intervals with approaching its supremum x, obtaining . If gamma is infinite, the existence of any positive net interval instead forces infinite cost, giving the same extended-value conclusion.
Conversely, choose any of finite cost, use arrival rate v during the last time units and the typical rate mu before that. This constant-rate burst path has queue workload exactly x: the lookback net input increases to x over the burst and then decreases with slope . Its action is . Taking the infimum over v proves the matching upper bound. The typical-rate path has zero queue workload and zero cost. Therefore
Strict convexity and ensure whenever it is finite. Indeed, choose a finite-cost and some ; then , and convexity gives for every finite-cost . Thus J is increasing on nonnegative queue workloads, and the preceding fiber bound yields . Negative values are impossible for both queue workloads and have infinite rate. No monotonicity is asserted across that impossible negative domain.

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