Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 26 3 b Solution Created 2026-10-03 Updated 2026-10-14
In this bufferless queue, queue overflow is the eventThe Poisson moderate deviation principle therefore givesThe 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.
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 26 3 c Solution Created 2026-10-03 Updated 2026-10-14
The bufferless queue output isPut . 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 obtainThere 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.
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 26 3 d Solution Created 2026-10-03 Updated 2026-10-14
The downstream service rate of a queue now exceeds the upstream cap for all sufficiently large , sinceBut the bufferless queue output is always at most . Therefore the downstream queue overflow probability is eventually exactly zero, andThis is a deterministic cap argument, stronger than merely proving superexponentially small probability.
Subexponential distribution (heavy-tailed) 2026-10-14
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.