Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 32 4 Solution Created 2026-10-03 Updated 2026-10-07
An effective bandwidth converts a traffic distribution and a quality-of-service requirement into a capacity requirement, penalizing bursts as well as mean load. Let be the traffic generated in one observation interval and assume its moment-generating function is finite for some positive parameters. Write . The Chernoff bound follows immediately from Markov's inequality applied to :Optimizing gives , where the supremum is restricted to finite exponential moments. This exhibits the effective bandwidth as the load appropriate to exponential tail control, not an extra physical stream of traffic.
For the mean and peak limits of effective bandwidth, if exponential moments exist near zero, the cumulant-generating function expansion isFor small , , with the variance giving the first burstiness correction. convexity of and show that its secant slope is nondecreasing; Jensen's inequality also gives .
If is bounded with essential supremum , then . For any , the probability is positive andLet and then . For large , , so very stringent exponential tail control approaches peak provisioning. If traffic is unbounded and every positive exponential moment is finite, the same lower-bound argument gives . If exponential moments cease to exist beyond a finite parameter, is infinite there; one cannot assign a finite large- peak interpretation to that traffic.
For example, deterministic traffic has . A burst of size with Bernoulli distribution probability giveswhich moves from to . For Poisson packet count of mean and packet size , , showing a mean limit but no finite peak limit.
For independent traffic sources, logarithmic generating functions add, so effective bandwidths add. For arrivals in a window of length , use the rate-valued definition . A resource with rate capacity then satisfiesThus a sufficient admission condition for a target probability is for some . Independence is needed for this additive form; correlated sources require the joint exponential moment.
A queue involves a supremum over time windows, not merely one fixed window. For independent identically distributed discrete-time traffic increments , constant service , and stationary workloadthe workload Chernoff bound for independent increments follows from a union bound:, whenever ,The requirement is precisely . This explains why effective bandwidth is useful for buffer and delay design: the relevant time scale and tail parameter depend on the service rule and target overflow risk. A single-window bound cannot be silently substituted for an infinite-horizon workload bound.