Sublinear path space for fluid queues ($({\mathcal{C}}_0,\Vert \cdot {\Vert }_{\mathrm{sl}})$)

The useful infinite-horizon path space for a stable queue isFor $\delta ,\sigma >0$, the workload functional $R(f)={\sup }_{t\ge 0}(\sigma f(t)-\delta t)$ is finite and continuous. Fix $f$, and choose $T\ge 1$ so that $|\sigma f(t)|\le \delta t/4$ for $t\ge T$. If $\Vert g-f{\Vert }_{\mathrm{sl}}<\delta /(4\sigma )$, then $\sigma g(t)-\delta t<0$ for $t\ge T$. Both suprema can thus be taken over $[0,T]$, whereUniform convergence on bounded time intervals alone does not give this continuity: a pulse escaping to later times can produce a large workload while tending locally to zero.

For one-sided past inputs, let $A_n(a)={\sum }_{j=0}^{n-1}{a}_{-j}$ and $A_0=0$. The displayed metric controls cumulative differences over every past window, including the latest arrival. On the affine class $A_n(a)/n\to \lambda <c$, the queue workload $Q(a,c)={\sup }_{n\ge 0}(A_n(a)-cn)$ is locally Lipschitz continuous. To prove this, choose $\epsilon =(c-\lambda )/4$ and $N\ge 1$ such that $A_n(a)/n\le \lambda +\epsilon$ for $n\ge N$. If $d_{\#}(a,b)<\epsilon /2$, then $A_n(b)-cn\le n(\lambda +2\epsilon -c)<0$ for all such $n$. Both suprema reduce to $0\le n<N$, and their difference is at most $(N+1)d_{\#}(a,b)$. Ignoring the latest coordinate makes this assertion false for a post-slot workload of a queue.

Let a centered Gaussian process $Z$ satisfy $Z(a\cdot )\stackrel{d}{=}{a}^{H}Z$ with $0<H<1$, and suppose $Z/\sqrt{L}$ has a large deviation principle in the sublinear path space for fluid queues, with speed $L$ and good rate function $I$. For $\delta ,\sigma >0$, put $r={\sup }_{t\ge 0}(\sigma Z(t)-\delta t)$ and $\kappa =2(1-H)$. Self-similarity gives $Z(N\cdot )/N\stackrel{d}{=}Z/\sqrt{N^{\kappa }}$. Time substitution and the contraction principle for large deviations therefore give an LDP for $r/N$ with speed $N^{\kappa }$ andThe same family $r/(aN)$ has rate function $J(aq)$ by contraction, and $a^{\kappa }J(q)$ by replacing $N$ with $aN$ and expressing the speed again as $N^{\kappa }$. Uniqueness of a rate function gives $J(aq)=a^{\kappa }J(q)$, hence $J(q)=q^{\kappa }J(1)$ for $q>0$, with $J(0)=0$.