Write for work arriving in slot and for the service rate of a queue. For a work-conserving single-server queue, the Lindley recursion is . For stable independent and identically distributed random variables with mean , its stationary workload supremum has the form
Different scaling limits of a queue concern different quantities growing large; they need not share either a probability speed or a likely path to overflow.
For large-buffer queue scaling, fix the input law and and let the buffer size of a queue . Assume finite exponential moments around a positive root of . An overflow accumulated in slots requires an average input about , so Cramér's theorem assigns logarithmic cost . Optimizing the duration gives the Cramér-Lundberg workload exponent
For an interior root with , Fenchel–Young inequality verifies the minimization: the lower bound is because , and equality occurs at . The exponential workload bound from cumulative arrival moments gives the upper exponent for every ; an exponentially tilted positive-drift path or the duration calculation gives the matching lower exponent. In effective bandwidth notation, . This regime measures long accumulation into a large buffer with a fixed positive stability margin.
For many-source queue scaling, superpose independent copies of an input process, give the server capacity , and give it buffer size . For each lookback horizon , the average of the source cumulative arrivals has a large deviation principle with rate function . Overflow at that horizon costs . Optimizing the lookback horizon suggests
For independent slots, , giving . The integer horizon is important in a slotted system. For temporally dependent sources, use the cumulative-input cumulant-generating function, rather than multiplying a one-slot formula by . The heuristic needs uniform control of the tail of the stationary supremum to justify optimizing an unbounded set of horizons; stability and suitable exponential-moment estimates provide this in the usual models. The growing quantity here is the number of independent sources, while per-source capacity and buffer remain fixed.
For moderate-deviation queue scaling, consider a bufferless queue with aggregate Poisson input of mean and capacity , . The spare capacity is much larger than the ordinary central limit theorem scale but much smaller than . The Poisson sample-mean rate function near its minimum has expansion
With , the cost is asymptotic to . Hence Poisson moderate deviations give . The quadratic cost comes from a shrinking neighborhood of the mean, rather than from a fixed macroscopic overload. The regime is useful for a large aggregate whose service margin lies between its typical fluctuation scale and its mean scale.
For a heavy-traffic limit of a queue, instead hold the input law fixed with mean and positive finite variance , and let with and . In slots the net input has mean about and random fluctuation of size . Thus the functional central limit theorem, followed by the Skorokhod reflection map on the half-line, suggests
where is reflected Brownian motion with negative drift and variance parameter . The stationary law of negatively drifted reflected Brownian motion has tail . When passing the stationary distribution through the limit is justified, this predicts
For dependent input satisfying a suitable invariance principle, replace by its long-run variance of a stationary process. This regime is appropriate near critical load and on long time scales; a functional transient limit alone does not automatically justify the stationary-limit interchange.
A different large-service regime holds the input law fixed. With Poisson distribution of mean and bufferless capacity , let . The single-point lower bound and the optimized Chernoff bound for , using Stirling's formula, give the Poisson large-service overflow asymptotic
Here the service rate grows while the input mean does not. A quadratic moderate-deviation approximation would describe the wrong part of the Poisson tail.
To choose a regime, compare the spare capacity, typical fluctuations, number of sources and buffer size before selecting a formula. Use the large-buffer exponent for a fixed stable input and a long overload episode; use the many-source variational cost when independent flows and resources grow together; use moderate deviations for an intermediate safety margin; use the heavy-traffic diffusion when the stability margin tends to zero; and use the fixed-input Poisson tail when service alone becomes very large. Check temporal dependence and exponential-moment assumptions. For heavy-tailed subexponential distributions, a single exceptionally large arrival can dominate overflow, so a finite exponential workload root and a Brownian approximation to the far tail need not apply. These comparisons explain why the same nominal queueing theory system can have different useful asymptotic descriptions.
Scaling limit of a queue 2026-10-14
An asymptotic description obtained by increasing queue resources or input size, or by approaching critical load while rescaling time and workload. Large-buffer queue scaling, many-source queue scaling, moderate-deviation queue scaling and the heavy-traffic limit of a queue preserve different relations between mean load, random fluctuations and storage.