Only active routes, those with , enter the proportional fairness inequality and the weighted logarithmic utility. Their rates must be positive; inactive routes have no per-flow rate to determine and may be assigned zero. This convention removes otherwise meaningless terms and .
For positive active rates, concavity of the logarithm gives, for any positive feasible competitor ,
Thus the proportional fairness inequality proves that maximizes the log-utility objective. A competitor with an active zero rate has utility and cannot improve it. Conversely, if maximizes utility, the right directional derivative along at is nonpositive, giving exactly that inequality. Positive resource capacities and finitely many active routes allow a feasible allocation with every active rate positive, so an optimizer cannot have an active zero rate. Strict concavity gives uniqueness of the active rates. Hence proportional fairness is equivalent to the stated log-utility maximization.
Index the four adjacent-pair routes in cyclic order and put , the aggregate service on route . The resource constraints are
They involve every odd-even route pair, so they are equivalent to
For given maxima, increasing each active odd service to and each active even service to remains feasible and improves utility. Apart from the constant , the objective therefore reduces to
When both groups are present the constraint is tight, and differentiation gives . If one group is empty, the other receives unit aggregate service on each of its active routes. Thus the opposite-route reduction for a proportionally fair four-cycle yields, with ,
Inactive rates can be set to zero, including every rate in the empty state. In particular whenever that route is active. This proves the required formula even when other routes are empty.
For the flow-level network model, an active document's residual size retains an exponential distribution with parameter . Receiving service at rate gives completion intensity , so independent active documents give total completion intensity . Consequently the population continuous-time Markov chain has
All death intensities are zero at . Their total is bounded by , and the total arrival rate is constant, proving nonexplosion.
Put . The required stationary weight uses a binomial coefficient, as printed in the PDF; the converted TeX incorrectly rendered it as an ordinary fraction. Define
For an odd route, the neighboring binomial coefficient ratio is
while its death intensity at the neighboring state is . Their product is , so . For an even route, replace by in the same calculation. This proves detailed balance and the stationary law of a proportionally fair four-cycle:
A finite is essential for this expression to be a probability distribution. We determine its exact convergence condition rather than asserting stationarity for arbitrary arrival rates. Let
Grouping the states by odd and even population gives
With and , the bounds and show that convergence holds exactly when . For necessity, the lower bound sums to , which diverges at or above one. For sufficiency, choose slightly larger with ; the polynomial factors are absorbed into constants times , giving a convergent geometric generating series. Thus the stability region for the reversible four-cycle flow network is
Equivalently, the offered load on each resource, , , , or , is strictly below its unit capacity. For positive arrival rates this finite normalizing constant gives the unique stationary distribution of the irreducible process. At or beyond the boundary, the displayed invariant weights are not summable and do not define a stationary probability law.
If an explicit normalizing constant is desired, for , and . Hence for , in the stable region,
Equal-parameter cases are obtained by continuity or directly from the positive series. In particular the empty-traffic limit is .
Positivity means almost everywhere, since the real logarithm must belong to . A positivity-preserving operator gives . For fixed , the scalar shifted Poisson data fidelity is , with
Composition with the linear operator proves convexity in , and strict convexity holds along pairs whose forward images differ on a set of positive measure. The admissible class itself is convex: the concavity of the logarithm gives , controlling its negative part, while controls its positive part.
Because and , the Jensen inequality gives the requested bound:
The final equality uses nonnegativity and the unit area. Since , this controls the forward-image norm on energy sublevels.
The printed strictly positive problem has no minimizer. This is nonattainment under strict positivity for shifted Poisson fidelity, rather than a failure of the coercivity calculation. Indeed, with and , implies . Also cannot vanish identically for a strictly positive . To see this, let . If , positivity and give . But in and continuity of would imply , contradicting the hypothesis. Thus every admissible has positive fidelity and hence positive total energy.
Conversely, the constants are admissible, have zero total variation, and satisfy
Their logarithms are integrable for each , but the limit is excluded. Therefore
A bounded minimizing sequence and bounded-variation compactness do not repair a nonclosed positivity/logarithm constraint. In particular, a literal existence or uniqueness proof for that domain is impossible.
The natural correction is to minimize over with , omitting the unnecessary condition: the fidelity only contains , which is already integrable. Here is the full existence for nonnegative shifted Poisson regularization argument, also valid for any bounded nonnegative data . Let , , and take a minimizing sequence of energy at most . The displayed bound gives and . Write . The Poincaré inequality for total variation and mean control for positive imaging operators yield
The denominator is nonzero, so the full norm is bounded. Bounded-variation compactness gives in along a subsequence, with . Continuity gives in . On , , so the fidelity converges in the integral; lower semicontinuity of variation completes the direct method in the calculus of variations.
For the actual printed data , the corrected problem has the unique minimizer , even if is not injective. Zero attains energy zero. Any other zero-energy candidate would have both and ; on the connected square, zero variation makes a nonnegative constant, and forces that constant to vanish. For general positive bounded data, an injective is a sufficient uniqueness condition, because its fidelity is strictly convex; injectivity is not a necessary condition in every instance.
In the finite-dimensional interpretation, let . Independent Poisson observations with these intensities have negative log-likelihood . Removing the constant gives precisely the stated fidelity. Thus the model is Poisson counting noise with a unit background intensity, or an approximate version of it for rescaled/continuous grey values. Literal Poisson counts are integers; the constraint is a grey-value normalization, not a literal unscaled count sample.