Solution (source code)

= Solution

For any $s\geq0$, $Y\geq0$ implies $e^{sY}\geq1$. Hence $\mathbf1_{\{Y\geq0\}}\leq e^{sY}$, and taking <expected values> gives the <Chernoff bound>
$$
\boxed{\mathbb P(Y\geq0)\leq\inf_{s\geq0}\mathbb E[e^{sY}].}
$$
At $s=0$ this is the trivial bound one; an infinite exponential moment merely gives a noninformative bound. For positive $s$ at which all required <moment-generating functions> are finite, define $\alpha_j(s)=s^{-1}\log\mathbb E[e^{sX_{ji}}]$. Independence of the source <random variables> implies
$$
\log\mathbb E[e^{sX}]=\sum_{j=1}^{J}n_j\log\mathbb E[e^{sX_{ji}}]=s\sum_{j=1}^{J}n_j\alpha_j(s).
$$
Applying the <Chernoff bound> to $Y=X-C$ gives
$$
\mathbb P(X\geq C)\leq\exp\!\left(s\sum_jn_j\alpha_j(s)-sC\right).
$$
Consequently
$$
\boxed{\sum_jn_j\alpha_j(s)\leq C-\gamma/s\quad\Longrightarrow\quad\mathbb P(X\geq C)\leq e^{-\gamma}.}
$$
Here $s>0$ and, for a nontrivial target, $\gamma>0$.

The <effective bandwidth> $\alpha_j(s)$ is the capacity charge of one source for this exponential-moment tail criterion. Independent sources contribute additively. It incorporates variability as well as mean demand: the <Jensen inequality> gives $\alpha_j(s)\geq\mathbb E X_{ji}$, and, under exponential integrability near zero, $\alpha_j(s)\to\mathbb E X_{ji}$ as $s\downarrow0$. For bounded traffic its large-$s$ limit is the essential peak, as described by the <mean and peak limits of effective bandwidth>. Thus larger $s$ gives more weight to rare high demands. This is a one-window demand bound; a queue's overflow probability over many windows requires additional temporal modeling, not just this single-window calculation.

For the <normal distribution> $X_{ji}\sim N(\lambda_j,\sigma_j^2)$, completing the square in its density gives the <moment-generating function>
$$
\mathbb E[e^{sX_{ji}}]=\exp\!\left(s\lambda_j+\frac{s^2\sigma_j^2}{2}\right),\qquad\alpha_j(s)=\lambda_j+\frac{s\sigma_j^2}{2}.
$$
Write $m=\sum_jn_j\lambda_j$ and $v=\sum_jn_j\sigma_j^2$ for the aggregate mean and <variance>. The exponential-moment capacity condition becomes
$$
m+\frac{sv}{2}+\frac{\gamma}{s}\leq C.
$$
For $v>0$, the last two terms are minimized at $s=\sqrt{2\gamma/v}$, where their sum is $\sqrt{2\gamma v}$. Therefore <Gaussian effective bandwidth> yields the sufficient condition
$$
\boxed{m+\sqrt{2\gamma v}\leq C\quad\Longrightarrow\quad\mathbb P(X\geq C)\leq e^{-\gamma}.}
$$
Equivalently, optimizing the exponential bound directly when $C>m$ gives $\exp[-(C-m)^2/(2v)]$; when $C\leq m$ the best nonnegative-$s$ bound is one. The square-root condition is sufficient rather than necessary because an exponential bound does not equal the exact normal tail.

For the exact condition, independence and multiplication of the normal <moment-generating functions> show that $X\sim N(m,v)$. For $v>0$, let $\Phi$ be the <standard normal distribution function>. The normal law is continuous, so
$$
\mathbb P(X\geq C)=1-\Phi\!\left(\frac{C-m}{\sqrt v}\right).
$$
Since $\Phi$ is continuous and strictly increasing from zero to one, the <exact Gaussian overflow constraint> is
$$
\boxed{\mathbb P(X\geq C)\leq e^{-\gamma}\quad\Longleftrightarrow\quad\sum_jn_j\lambda_j+\phi\left(\sum_jn_j\sigma_j^2\right)^{1/2}\leq C,\qquad\phi=\Phi^{-1}(1-e^{-\gamma}).}
$$
The constant depends only on the desired tail exponent $\gamma$, not on the source counts. It is positive when $\gamma>\log2$, zero when $\gamma=\log2$, and negative when $0<\gamma<\log2$. For example, at $\gamma=\log100$ the exact normal quantile is about $2.32635$, whereas the <Chernoff bound> uses $\sqrt{2\log100}\approx3.03485$; the latter reserves more capacity.

Finally, the positive-variance hypothesis must not be hidden. If $v=0$, then $X=m$ almost surely, and the <zero-variance boundary of an overflow constraint> gives $\mathbb P(X\geq C)=\mathbf1_{\{m\geq C\}}$. For $\gamma>0$, the exact condition is then $m<C$. In particular $m=C$ does not meet the target even though substituting $v=0$ into the printed non-strict square-root inequalities would allow it. The displayed normal-quantile equivalence applies to nondegenerate Gaussian traffic; the deterministic case requires this strict boundary convention.