Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-30/3/a/solution

Start from the Erlang loss formula and reverse the order in its denominator:
For each fixed , the product tends to . If , it is bounded by this same summable geometric series. Extend the summand by zero for and apply the dominated convergence theorem with counting measure to obtain
If , retain the first summands. Their limiting sum is at least , so the reciprocal tends to infinity as can be arbitrarily large. This includes without a separate normal approximation. Therefore
Here and are positive integers, as appropriate for circuit counts; taking gives the same limit for a positive real capacity scale. This is the proportional scaling limit of the Erlang loss formula.

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