Poisson exponential tilting for a loss network
ID: poisson-exponential-tilting-for-a-loss-network
Substituting the optimizer relation into the product-form stationary distribution of a loss network proves the displayed exact identity. The independent Poisson random variables give a reference law centered at the optimized occupancies, while the constraint and exponential factor account for saturated resources. An unconstrained Gaussian approximation can miss these boundary effects.
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