For a stable input with path action , a workload x requires some interval of length t with average input near . Jensen inequality bounds its cost below by ; taking the supremum workload and then the infimum over t yields the displayed lower bound. Constant-rate burst paths give the matching upper bound. At zero the typical-rate path has zero cost; negative workloads have infinite rate. If no finite-cost rate exceeds C, every positive workload has infinite rate.
Local convex path action 2026-10-14
A local path action integrates a nonnegative convex cost g of the path's instantaneous input rate, assigning infinity to paths that are not absolutely continuous. When , the typical-rate path has zero cost. On any interval with prescribed total input, Jensen inequality makes a constant derivative minimize its cost. With a queue workload constraint this leads to constant-rate burst paths and the linear workload rate for a local convex action. Such a formula alone does not establish goodness in an unspecified path topology; goodness must be checked or assumed as part of the input large-deviation principle.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 31 4 c Solution Created 2026-10-03 Updated 2026-10-14
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 giveIf , 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. ThereforeStrict 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.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 31 4 d Solution Created 2026-10-03 Updated 2026-10-14
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 givesAt 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 .
