Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 26 3 e Solution Created 2026-10-03 Updated 2026-10-14
The input admits positive moderate deviations on every scale with . The bufferless queue output retains exactly the same overflow events at thresholds below the cap, so clipping does not improve the exponents on the smaller scale. It removes every positive burst at thresholds on the larger scale.
At the cap's own scale , apply the contraction principle for large deviations to the map . The output has good rate functionAt the cost is . Thus the burstiness of queue input has been reduced in its sufficiently large positive tail, while its smaller-scale rare fluctuations persist. These are the moderate deviation scales of a clipped Poisson aggregate.
