Alternative routing 2026-10-05
Alternative routing lets a call try another resource path when its preferred route is blocked. Overflow onto longer paths can create feedback and multiple solutions of the Erlang fixed point approximation, even though an exact finite irreducible occupancy Markov chain has a unique stationary distribution.
A symmetric triangle with direct calls and two-link overflow routes has Erlang fixed point approximation equation . For and , this has at least three solutions, certified by the intermediate value theorem using signs at .
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 213 1 iii Solution Created 2026-10-03 Updated 2026-10-05
Consider a triangle of three links, each with capacity . Calls for each pair of its three nodes arrive as independent Poisson processes at rate and have independent holding times with an exponential distribution of mean one. Try the direct link first; if it is full, try the two-link path through the third node; if either alternative link is full, reject the call. This is alternative routing in a loss network.
In the symmetric Erlang fixed point approximation, let be each link's blocking probability. A given link receives direct offered traffic . Each of the other two call types contributes overflow traffic , screened by the availability of the other link on its alternative path. ThusThe extra term expresses a feedback: blocking sends calls onto longer paths, which consume more total capacity and can create still more blocking.
Here is an explicit finite-capacity example, not just a limiting argument. Take and , and let . Evaluating the Erlang loss formula givesThe displayed decimals are rounded, but the four signs can be checked exactly using the rational recursion , . By the intermediate value theorem, there is a fixed point in each of , , and . Numerically these three areThus alternative routing can produce multiple Erlang fixed points. This does not imply multiple stationary distributions for the exact finite continuous-time Markov chain, which is irreducible and has a unique stationary distribution; the multiplicity belongs to the approximation. The symmetric alternative-routing model is also discussed in Kelly's review of fixed point models of loss networks.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 213 1 ii Solution Created 2026-10-03 Updated 2026-10-05
First consider unit requirements, . The Erlang loss formula for a resource with capacity and offered traffic isThe Erlang fixed point approximation assumes that resources block independently and that the traffic retained after screening at other resources can be treated as a Poisson process. If is the approximate blocking probability and , the reduced-load approximation givesThe link whose load is being calculated is excluded from the screening product. Otherwise one would confuse its offered load with its carried load.
For existence, these equations define a continuous map from into itself. The Brouwer fixed-point theorem gives a fixed point. Assume ; a zero-capacity resource forces rejection of every call needing it and can be removed together with those call types.
For uniqueness, let have probabilities proportional to , , and write . Direct differentiation givesThese identities hold for , and . Also increases from zero to one and increases from zero to .
Put . Define by , and define . This is a continuous, strictly increasing function on , starting at zero and tending to . Multiplying each Erlang fixed point approximation load equation by transforms it intoThese are exactly the zero-gradient conditions ofEach integral is a strictly convex function; the exponential terms are convex functions. Thus is a strictly convex function. It is also a coercive function, since , so it has a unique minimizer. At , its partial derivative is negative if some positive-traffic route uses , so that coordinate of the minimizer is positive. If no route uses , the unique minimizing coordinate is zero. The minimizer therefore satisfies the equations in every coordinate. Conversely any fixed point has , finite , and these zero-gradient equations, so must equal that unique minimizer. Hence the Erlang fixed point approximation exists and is unique for fixed routing.
For integer requirements, the common generalized Erlang fixed point approximation usesMultiplication by gives the same equations for , so the existence and uniqueness argument also covers this generalized approximation. It remains an approximation, rather than the exact blocking law for a call requesting several units.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 213 1 i Solution Created 2026-10-03 Updated 2026-10-05
A loss network models calls that require several resources simultaneously and are rejected if any required capacity is unavailable; rejected calls do not queue. For fixed routing, let be the number of units of resource used by a call of type , and let be its capacity. Independent Poisson processes supply type- calls at rate , with independent holding times having an exponential distribution of mean . Write for the offered traffic, andAssume finitely many resources and call types, with every call using a resource, so this set is finite. The occupancy continuous-time Markov chain has ratesIts stationary distribution isIndeed, for each feasible upward transition,which is detailed balance for a continuous-time Markov chain. Thus this is a reversible Markov chain. With positive arrival rates it is irreducible on : departures reach the empty state, and any feasible state can be assembled by arrivals. Its stationary distribution is consequently unique.
The formula is a product-form stationary distribution of a loss network: equivalently, independent Poisson random variables of means conditioned on . The conditioning couples the occupancies, so the resources are generally not independent. By Poisson arrivals see time averages, the acceptance probability for a type- arrival isbecause the prearrival state must leave free units at each resource. Set the numerator to zero if its capacity vector has a negative entry. This exact formula is often expensive to evaluate, which motivates the Erlang fixed point approximation.
The same occupancy stationary distribution extends to independent general holding-time distributions with these means by insensitivity of loss networks; the exponential assumption above makes the occupancy process itself a continuous-time Markov chain and permits the direct detailed balance proof.