In this bufferless queue, queue overflow is the event
The Poisson moderate deviation principle therefore gives
The same infimum is obtained for , so replacing by gives the same logarithmic exponent. Any integer rounding of the service rate of a queue changes the scaled threshold by a quantity tending to zero.
The bufferless queue output is
Put . Since , we have for all sufficiently large . Consequently the two queue overflow events are exactly equal eventually:
Apply the Poisson moderate deviation principle with exponent to obtain
There is also an exponential equivalence proof, which describes the whole output law at this smaller scale. For each ,
The right side has strictly negative logarithmic exponent at speed . Dividing instead by multiplies that negative exponent by , giving . Thus the centered, scaled input and output are exponentially equivalent and have the same good rate function. This is the moderate deviations below a bufferless queue cap.
The downstream service rate of a queue now exceeds the upstream cap for all sufficiently large , since
But the bufferless queue output is always at most . Therefore the downstream queue overflow probability is eventually exactly zero, and
This is a deterministic cap argument, stronger than merely proving superexponentially small probability.
For nonnegative independent and identically distributed random variables with unbounded support, this is the displayed two-summand tail asymptotic. The probability that the maximum exceeds is , so the sum and maximum have asymptotically the same tail. This is the basic single-large-arrival effect relevant to queue overflow. The concentration-theory sub-exponential random variable uses a separate light-tail convention.