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For fixed independent and identically distributed arrivals of mean $\mu$ and positive finite variance ${\sigma }^2$, put service at $\mu +\epsilon d$. Rescaling net input by space $\epsilon$ and time ${\epsilon }^{-2}$ gives Brownian motion with drift $-d$ by the functional central limit theorem. The continuous Skorokhod reflection map on the half-line gives the displayed transient limit, with a correspondingly scaled initial workload. A stationary approximation additionally requires justification of limit interchange. When valid, the stationary law of negatively drifted reflected Brownian motion predicts $\mathbb{P}(Q_{\epsilon }>b/\epsilon )\approx e^{-2db/{\sigma }^2}$.

Write $A_n$ for work arriving in slot $n$ and $c$ for the service rate of a queue. For a work-conserving single-server queue, the Lindley recursion is $Q_{n+1}=(Q_n+A_{n+1}-c{)}^{+}$. For stable independent and identically distributed random variables with mean $\mu <c$, its stationary workload supremum has the formDifferent 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 $c>\mu$ and let the buffer size of a queue $b\to \infty$. Assume finite exponential moments around a positive root ${\theta }_{\ast }$ of ${\Lambda }_A(\theta )=c\theta$. An overflow accumulated in $n\simeq tb$ slots requires an average input about $c+1/t$, so Cramér's theorem assigns logarithmic cost $bt{I}_A(c+1/t)$. Optimizing the duration gives the Cramér-Lundberg workload exponentFor an interior root with ${\Lambda }_A^{\prime }({\theta }_{\ast })>c$, Fenchel–Young inequality verifies the minimization: the lower bound is ${\theta }_{\ast }$ because $I_A(x)\ge {\theta }_{\ast }x-{\Lambda }_A({\theta }_{\ast })$, and equality occurs at $t=[{\Lambda }_A^{\prime }({\theta }_{\ast })-c{]}^{-1}$. The exponential workload bound from cumulative arrival moments gives the upper exponent for every $\theta <{\theta }_{\ast }$; an exponentially tilted positive-drift path or the duration calculation gives the matching lower exponent. In effective bandwidth notation, ${\Lambda }_A({\theta }_{\ast })/{\theta }_{\ast }=c$. This regime measures long accumulation into a large buffer with a fixed positive stability margin.

For many-source queue scaling, superpose $L$ independent copies of an input process, give the server capacity $Lc$, and give it buffer size $Lb$. For each lookback horizon $n$, the average of the $L$ source cumulative arrivals has a large deviation principle with rate function $I_n$. Overflow at that horizon costs $L{I}_n(b+cn)$. Optimizing the lookback horizon suggestsFor independent slots, $I_n(x)=n{I}_A(x/n)$, giving $V(b)={\inf }_{n\ge 1}n{I}_A(c+b/n)$. 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 $n$. 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 $L\lambda$ and capacity $L\lambda +C{L}^{(1+\beta )/2}$, $0<\beta <1$. The spare capacity is much larger than the ordinary central limit theorem scale $\sqrt{L}$ but much smaller than $L$. The Poisson sample-mean rate function near its minimum has expansionWith $h=C{L}^{(\beta -1)/2}$, the cost $L{I}_P(\lambda +h)$ is asymptotic to $C^2{L}^{\beta }/(2\lambda )$. Hence Poisson moderate deviations give $\log \mathbb{P}(\mathrm{overflow})\sim -C^2{L}^{\beta }/(2\lambda )$. 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 $\mu$ and positive finite variance ${\sigma }^2$, and let $c_{\epsilon }=\mu +\epsilon d$ with $d>0$ and $\epsilon \downarrow 0$. In $t/{\epsilon }^2$ slots the net input has mean about $-dt/\epsilon$ and random fluctuation of size $\sigma \sqrt{t}/\epsilon$. Thus the functional central limit theorem, followed by the Skorokhod reflection map on the half-line, suggestswhere $R$ is reflected Brownian motion with negative drift $-d$ and variance parameter ${\sigma }^2$. The stationary law of negatively drifted reflected Brownian motion has tail $\mathbb{P}(R_{\infty }>b)=e^{-2db/{\sigma }^2}$. When passing the stationary distribution through the limit is justified, this predictsFor dependent input satisfying a suitable invariance principle, replace ${\sigma }^2$ 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 $\lambda$ and bufferless capacity $c\to \infty$, let $m=\lfloor c\rfloor +1$. The single-point lower bound $\mathbb{P}(X=m)$ and the optimized Chernoff bound for $X\ge m$, using Stirling's formula, give the Poisson large-service overflow asymptoticHere 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.

Apply the Skorokhod reflection map on the half-line to Brownian motion with negative constant drift and positive variance parameter ${\sigma }^2$. The result is kept nonnegative by a regulator acting only at zero. It has a stationary distribution, unlike zero-drift reflection on the whole half-line.

Find a constrained path and a boundary regulator which together modify a given driving path. In the half-line case, write $x=g+k\ge 0$, require $k(0)=0$ and $k$ nondecreasing, and require its increases to occur only where $x=0$. For multidimensional orthants the regulator acts through a specified reflection matrix. The Skorokhod reflection map on the half-line solves the one-dimensional continuous-path case explicitly.