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Poisson large-service overflow asymptotic (logP(X>c)=−clog(c/λ)+c−λ+O(logc))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Queueing theory Queue (queueing theory) Bufferless queue
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For fixed Poisson mean λ>0 and capacity c→∞, set m=⌊c⌋+1. The optimized Chernoff bound gives logP(X≥m)≤−IP​(m). The lower bound by P(X=m) and Stirling's formula differs by only O(logm). Rounding m to c changes the cost by O(logc), proving the displayed formula and the leading scale −clogc.

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  1. Bufferless queue
  2. Queue (queueing theory)
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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 26 / 4 / Solution

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