The Erlang fixed point approximation treats resource blocking as independent and applies the Erlang loss formula to traffic screened by other resources. Its self-consistency equations have a unique fixed point under fixed routing, but can have several under alternative routing.
For the standard fixed routing loss network with independent Poisson processes, the stationary occupancy law depends on independent holding-time distributions only through their means. The occupancy process alone need not be a Markov process when those holding times lack the memoryless property.
Loss network 2026-10-05
A loss network admits a call only when all its required resources have enough free capacity. Rejected calls do not queue. Under fixed routing and independent Poisson processes, its exact occupancy law has a product-form stationary distribution of a loss network.
First consider unit requirements, . The Erlang loss formula for a resource with capacity and offered traffic is
The 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 gives
The 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 gives
These 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 into
These are exactly the zero-gradient conditions of
Each 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 uses
Multiplication 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.
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, and
Assume finitely many resources and call types, with every call using a resource, so this set is finite. The occupancy continuous-time Markov chain has rates
Its stationary distribution is
Indeed, 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 is
because 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.