Solution

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

Take and a finite-cost burst rate . For the constant-rate burst path just constructed, let . On its net input is , so the supremum is x and the infimum is zero. The finite-buffer formula evaluated at is therefore . Since , we conclude exactly: the burst never needs more space than the permitted capacity.
That path's action bounds the contracted finite-buffer rate, and optimizing gives
At zero use the typical-rate path to obtain . If the positive infinite-buffer rate is infinite, the asserted upper inequality is automatic. Approximating burst rates suffice, so the argument does not rely on an unproved existence of an optimal duration. Consequently .
Figure 1.
A constant-rate burst attaining x within buffer capacity B
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