 Solution

A feasible per-flow allocation satisfies $x_r>0$ for each active route and ${\sum }_r{A}_{jr}{n}_r{x}_r\le C_j$. It has proportional fairness if every feasible competitor obeysBy the first-order inequality for the strictly concave logarithm, this is equivalent to maximizing weighted logarithmic utility ${\sum }_{r:n_r>0}{n}_r\log x_r$ over the feasible allocations. Inactive-route rates are immaterial; set them to zero as a convention.

Write $a=n_{\{1\}}$, $b=n_{\{2\}}$, $c=n_{\{1,2\}}$, and $N=a+b+c$. The capacity constraints are $a{x}_1+c{x}_0\le 1$ and $b{x}_2+c{x}_0\le 1$. For $c>0$, put $q=c{x}_0$. Each active local route uses its remaining capacity $1-q$. Omitting constants, the utility isIts maximum has $q=c/N$; when $a+b=0$, the maximum is the endpoint $q=1$. Hence for active routesThese formulas also give $x_1=1/a$ and $x_2=1/b$ when $c=0$. When $N=0$ there is no allocated service. Equivalently, the aggregate route rates for $N>0$ areThis is the proportionally fair allocation on a two-resource linear network for a two-resource linear flow network.

For independent Poisson processes of documents and independent document sizes with exponential distribution of rate ${\mu }_r$, the memorylessness of the exponential distribution makes the population a continuous-time Markov chain. Its transition intensities areThe departure intensity sums the $n_r$ independent completion hazards ${\mu }_r{x}_r$. There is no departure on an inactive route. Set ${\rho }_r={\nu }_r/{\mu }_r$, with ${\mu }_r>0$.

To prove the proposed stationary distribution, define the balance function of a flow-level networkFor an active local route, $\Psi (n-e_r)/\Psi (n)=(a+b)/N$, while for the through route this ratio is $c/N$. Thus ${\Lambda }_r(n)=\Psi (n-e_r)/\Psi (n)$. The weightssatisfy detailed balance on every arrival-departure pair:Each total jump rate is bounded by ${\sum }_r({\nu }_r+{\mu }_r)$, so the chain is a nonexplosive Markov chain; normalized detailed-balance weights therefore give its stationary distribution, the stationary law of a two-resource linear flow network.

Use the negative binomial series to sum first over $c$:The remaining two geometric series giveAll summands are nonnegative. Consequently the sum is finite exactly under the stability conditions for a two-resource linear flow networkThese say that the offered load on each unit-capacity resource is strictly below one. Equality is insufficient: at least one geometric series then diverges. If all arrival rates are positive, the chain is irreducible and the normalizable law is its unique equilibrium law.

Finally put $q_i={\rho }_i/(1-{\rho }_0)$, $i=1,2$. Summing over $c$ yieldsThus the two local-route counts are independent, each with geometric distribution on the nonnegative integers. The conditional through-route count has negative binomial distributionFor positive traffic rates this depends on the local counts, so all three route counts are not independent. More quantitatively, $\mathrm{Cov}(a,c)={\rho }_0\mathrm{Var}(a)/(1-{\rho }_0)>0$, and likewise for $b$. If zero arrival rates are allowed, the exceptional independent cases are ${\rho }_0=0$, or ${\rho }_1={\rho }_2=0$, when the relevant counts are deterministic zero. This distinction is local-count independence with through-flow dependence.