Erlang fixed point approximation Created 2026-10-05 Updated 2026-10-06
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.
Insensitivity of loss networks Created 2026-10-05 Updated 2026-10-14
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.
For fixed routing, let each route require one unit on every resource in its fixed set, let be integer resource capacities, and let be the offered load, arrival rate times mean holding time. The Erlang fixed point approximation treats distinct resource availability events as independent. If is the approximate blocking probability at resource , the reduced-load approximation gives
where the Erlang loss formula is
Screening excludes resource itself: it is the load offered to that resource, not merely the load ultimately admitted there. Approximate route acceptance is . This specifies the approximation, not an assertion of exact independence in the actual loss network.
Here is a constructive variational proof of both existence and uniqueness. For write and , the carried load of an Erlang loss resource. Under its upper-truncated Poisson occupancy law, differentiating the finite sums gives
Consequently increases continuously from to , and increases from to . Put and
Each is continuous and strictly increasing, tending to . Consider the convex potential for the Erlang fixed point
The first sum is convex, and each integral is strictly convex because its derivative strictly increases. Hence is strictly convex. Also each integral grows at least linearly for sufficiently large , since . Thus is coercive, its bounded sublevel sets are compact, and it attains a unique minimum .
Its derivative is
For a resource used by some positive-load route, this derivative is negative at for every finite choice of the other coordinates, so its minimizing coordinate is positive and satisfies . Cancelling gives , exactly the required fixed-point equation. An unused resource minimizes its integral at , giving . Conversely any fixed point has , since the total offered load is finite; its logarithmic coordinates satisfy these same minimizing conditions. Strict convexity therefore proves one and only one fixed-routing Erlang fixed point. Zero-capacity resources can be removed with their blocked routes, whose acceptance probabilities are already zero.
For a concrete alternative routing counterexample, take three nodes forming a triangle, each link of capacity , with offered traffic for each endpoint pair. Try the direct link first; if it is blocked, try the other two links together. In a symmetric reduced-load approximation, a link has its direct load plus two overflow streams, each of load : the preferred link is blocked with probability , and the other link of the alternative path is available with probability . The link itself is excluded from screening. Thus a common link blocking probability must satisfy
Define the right side minus as . The stable Erlang loss formula recursion , gives
All four arguments are rational, so the same recursion can certify these signs with rational arithmetic, without trusting rounded values. Continuity and the intermediate value theorem give at least three distinct symmetric fixed points, one in each intervening interval. This is nonuniqueness of the approximation; the exact finite irreducible loss network still has a unique stationary distribution.
For unit resource requirements, treat the resource-blocking events as approximately independent. Let be the approximate blocking probability at resource . Screening class- traffic by every resource other than produces the reduced-load approximation
The modeled resource is excluded from its own screening product. For general integer requirements, the standard generalized approximation is ; in the unit-requirement case this reduces to the displayed formula. The approximate route acceptance is . The independence used here is an approximation to the correlated exact stationary distribution, not an extra property of that law.
Here is a proof of fixed-routing existence and uniqueness. Suppose first that every retained capacity is a positive integer. Links of zero capacity permanently reject their routes and can be removed. If has the upper-truncated Poisson distribution with parameter , its mean is
The derivative follows by differentiating the normalized weights: . The probability at the upper endpoint similarly gives
Thus increases from zero to one, while increases from zero to . This is the monotonicity of the Erlang blocking probability.
Set . For define
Here the inverse is with respect to offered load, and the value at zero is zero. This function is the carried load evaluated at the inverse blocking coordinate, so it is continuous and strictly increasing, with limit as . Consider the convex potential for the Erlang fixed point
Each exponential of a linear function is convex. Each integral is strictly convex because its derivative is strictly increasing. Their sum is strictly convex on the nonnegative orthant. It is also coercive: for large , is bounded below by a positive constant, so the integral grows without bound; the other terms are nonnegative. Hence attains a unique minimum.
At a positive coordinate, the first-order condition is
At , the derivative equals minus the right-hand side and is nonpositive. A boundary minimum can therefore occur there only when that load is zero, in which case the derivative is zero and the same equation holds. Since , division by this positive acceptance probability makes the first-order condition precisely the reduced-load equations above. Conversely every fixed point is such a minimum. Thus fixed routing has exactly one Erlang fixed point, including zero blocking at unused resources. The proof does not rely on a potentially nonconvergent simultaneous substitution algorithm.
A loss network admits a call only when all the resources it requires have available capacity. Calls which fail admission disappear rather than waiting. Under fixed routing, class has a fixed nonzero integer resource-requirement vector , Poisson process rate , and independent exponential distributions with parameter . Let have columns and let be the resource-capacity vector. The feasible call counts are
Write for the offered load. On , the Markov transition rates are if the new state is feasible, and .
The product-form stationary distribution of a loss network is
Indeed, whenever is feasible,
These pairwise equalities give detailed balance, including the truncated boundary: there is no transition to an infeasible state in either direction. The finite reachable chain is irreducible under positive arrival and holding rates, so this is its unique stationary distribution. It can also be viewed as independent Poisson offered populations conditioned on all capacity constraints. Conditioning usually makes the actual resource occupancies dependent.
An arriving call of class sees this stationary distribution by Poisson arrivals see time averages. Its acceptance probability is
where a partition function with a negative capacity is zero. This is the blocking partition ratio for a loss network. Thus its blocking probability is , admitted arrival rate is , and mean number present is , by balancing admitted births with departures. With a single unit-demand resource, the formula reduces to the Erlang loss formula
The stationary count law is also insensitive to the shape of independent holding-time distributions in the standard fixed-routing model when their means are unchanged. With nonexponential holding times, counts alone need not be Markov; residual holding times are included in the state for this insensitivity assertion. State-dependent admission controls and alternative routing do not automatically preserve the same simple product form.
For a standard loss network, let type- calls arrive as independent external Poisson processes of rates . Each accepted call holds units of resource for a holding time with an independent exponential distribution of parameter , then releases them. Capacities and requirements are nonnegative integers. Rejected calls leave immediately and do not queue. With fixed routes, the feasible count set is
For a call of each type using at least one finite-capacity resource, this set is finite. The count continuous-time Markov chain has accepted birth rate and death rate . Put and
On every admitted edge, , so . This proves detailed balance and the product-form stationary distribution of a loss network:
It is unique when all relevant arrival rates are positive, since departures lead to zero and every feasible state can be built from zero through feasible births.
An external Poisson process arrival sees this stationary prearrival law by Poisson arrivals see time averages. Indeed its constant conditional arrival rate makes the expected count of arrivals in any state set equal to times the time spent there. A type- arrival is accepted exactly in , where is its resource column. Thus the blocking partition ratio for a loss network is
Set to zero when reduced capacities have an empty feasible set.
For the triangle, index call types by their endpoint pairs and give physical links integer capacities . We assume each call needs one circuit on every traversed link; arrivals of the three types are independent Poisson processes, and holding times have independent exponential distributions with parameters determined by endpoints alone. Calls may be rearranged instantaneously and without cost among their direct and two-link paths, without restarting or changing their holding times. Admit a call if any simultaneous arrangement of all calls is feasible. These assumptions make the three type counts Markovian even though the physical route assignments may change.
The cut feasibility for a rearrangeable triangle gives the exact feasible count set. Define virtual endpoint capacities
Every endpoint call must use at least one of the two links incident to that endpoint, so feasibility requires
These cut inequalities are also sufficient. If each count fits its direct-link capacity, route every call directly. Otherwise at most one count exceeds its own direct capacity: two excesses would violate the cut inequality at their shared endpoint. If, for example, , route such calls directly and the excess through node three. The other link usages are and , and the first two cut inequalities bound them by and . The other cases are cyclic permutations. Thus the count process is exactly a virtual fixed routing loss network in which a pair call consumes one unit of each endpoint resource.
Write
The exact stationary distribution count probabilities are these weights divided by . The three arriving-call blocking probabilities are therefore
Equivalently, a type- call is blocked on the union of the events and , with the other pairs treated cyclically. The partition ratios count their union without double-counting intersections. These expressions are exact for the stated rearrangeable triangular loss network; a restricted rearrangement policy would require a different admission model.
Let be a finite collection of resources with positive integer capacities , and let be a finite collection of nonempty routes. In the standard unit-resource loss network, a call on route needs one unit simultaneously at each resource in ; fixed routing means that these requirements do not change when a request is rejected. Suppose route has an independent Poisson process of arrivals of rate and independent holding times of mean . Its offered traffic is . The Erlang fixed point approximation approximates resource blocking events as independent, rather than claiming this independence for the exact loss network.
Write for the approximate blocking probability at resource . The reduced-load approximation screens a call by every other resource that it needs, so the offered traffic seen by resource is
For a single resource with offered traffic and capacity , the Erlang loss formula is
Thus the Erlang fixed point approximation is the system
The resulting route acceptance probability is . In particular, the screening product for excludes itself; including it would describe a different approximation.
For existence, define on . Each is a continuous polynomial, and the denominator of the Erlang loss formula is at least one. Consequently is continuous and maps this nonempty compact convex set into itself. The Brouwer fixed-point theorem supplies a fixed point. At any such point , since finite offered traffic and positive capacity give .
For uniqueness, we construct a strictly convex function whose minimizer is equivalent to an Erlang fixed point. Put . First establish the single-resource facts needed for this change of coordinates. For , the inverse blocking probability has the expression
The terms with decrease strictly with , so increases strictly from zero to one. Let be its inverse parametrization defined by , with . If has the truncated Poisson distribution with weights proportional to , then shifting the sum gives its mean, the carried load of an Erlang loss resource, as
Differentiating the normalized weights shows
The variance is positive because both and have positive probability. Moreover, as , since the largest term in the truncated Poisson distribution dominates. Hence
is continuous, strictly increasing from zero to .
Now minimize the following convex potential for the Erlang fixed point over the nonnegative orthant:
Each exponential term is convex, and each integral is a strictly convex function of its coordinate because its derivative is strictly increasing. Their sum is therefore strictly convex. It is also a coercive function: once is large enough, , so each integral grows at least linearly in its coordinate, while the exponential terms are nonnegative. Thus attains exactly one minimum.
The coordinate derivative is
At an interior coordinate of a minimizer it vanishes. At , it is nonpositive, whereas the one-sided minimum condition requires it to be nonnegative; it therefore vanishes there too. Conversely, a zero gradient is a global minimizer of this convex function. Multiplying by gives
Applying the Erlang loss formula converts this exactly to . The change of coordinates is one-to-one, proving uniqueness under fixed routing. A zero-capacity resource can instead be fixed as blocked with probability one, with all routes using it removed before applying the proof; an unused positive-capacity resource has blocking probability zero.
For alternative routing, consider a symmetric three-node loss network. Each of its three links has capacity ; every node pair offers traffic , tries its direct link first, and, if that link is blocked, tries the two-link path through the third node. Let all approximate link blocking probabilities equal . Each link receives its direct offered traffic and the overflow from the other two node pairs. An overflow is generated with probability and reaches the link under consideration only when its other required link accepts, with probability . The symmetric reduced-load approximation therefore gives
For , evaluate the Erlang loss formula by the stable recursion , . It gives
These signs can also be certified with exact rational arithmetic, since all four loads are rational. Continuity and the intermediate value theorem give three distinct roots, one in each intervening interval. Thus the alternative-routing approximation need not be unique. This is multiplicity of approximate fixed points, not multiplicity of stationary distributions for the exact finite irreducible Markov chain.
Take Poisson process arrivals of rate , independent holding times with the exponential distribution of parameter , unit resource requirement per call, no waiting room, and integer capacity . The occupancy is a birth-death process on with birth rate below and death rate at occupancy . Writing for offered traffic, detailed balance for a continuous-time Markov chain gives
An arrival is lost exactly in state , so Poisson arrivals see time averages proves the Erlang loss formula
This derivation assumes exponential holding times; the insensitivity of loss networks extends the same formula to independent general holding times with the same mean. For completeness, ; for , set .
A loss network with fixed routing has finitely many resources, capacities , and call types indexed by nonempty subsets of resources. A call of type uses one unit of every resource in for its entire holding time and is accepted only if all are available. Let be the link-route incidence matrix and the type's offered traffic, arrival rate times mean holding time. Different types have independent Poisson processes and independent holding times.
In the reduced-load approximation, availability at distinct resources is treated as independent, and screening at the resources other than is modeled as independent Poisson thinning. The load offered to after that screening is
Applying the Erlang loss formula to this isolated-resource load gives the Erlang fixed point approximation, . These equations are an approximation because simultaneous admission induces dependence between resource occupancies, and the screened arrival process need not actually be Poisson.
Here is a proof of existence and uniqueness for positive capacities. Write . Its truncated-Poisson mean is the carried load of an Erlang loss resource,
For , differentiating its stationary probabilities gives
The variance is positive and because every state has positive probability. Moreover increases continuously from zero to one, and increases from zero to . Thus has a continuous inverse on .
Use acceptance coordinates and define
Here is strictly increasing, continuous, and tends to as . The convex potential for the Erlang fixed point is
Each exponential term is convex, and each integral is a strictly convex function of its coordinate because its derivative is strictly increasing. Hence is strictly convex on the nonnegative orthant. It is also a coercive function: for sufficiently large , , so each integral tends at least linearly to infinity. Therefore attains a unique minimum .
Its partial derivative is
At an interior minimum this derivative is zero. Since , this is exactly . At a boundary coordinate , the one-sided minimizing condition is , whereas the displayed derivative is . Thus and there as well. Conversely every solution of the Erlang fixed point approximation has these derivative conditions and hence minimizes the convex potential. No solution has at positive capacity, since every is finite and for finite . The coordinates therefore give a bijection between solutions and minima, proving
If a capacity is zero, its blocking probability is forced to one. Routes using it contribute zero reduced load to every other resource. Delete those routes and the zero-capacity resources and apply the proof to the remaining network; unused positive-capacity resources have blocking probability zero. This establishes existence and uniqueness also with zero capacities, allowing precisely at those resources.
For a fixed routing loss network, let be finite integer resource capacities and the integer resource requirement of one route- call. Assume each route uses a resource, independent Poisson processes of calls with rates , independent exponential distributions of holding times with parameters , and immediate rejection when any required resource is unavailable. There is no waiting. The continuous-time Markov chain of call counts has feasible set
Put and
The ratios of adjacent weights satisfy whenever the arrival is feasible. Thus detailed balance proves the product-form stationary distribution of a loss network,
An arriving route- call is admitted precisely when . By Poisson arrivals see time averages, its exact blocking probability is
Define to be zero if a capacity is negative. This is an exact finite sum, not an independence approximation for resource blocking events.
For the triangle, denote the physical link capacities by and the numbers of calls between the pairs by . Assume unit capacity per call on each traversed link, unrestricted instantaneous rearrangement of existing calls, no interruption or extra resource cost during rearrangement, and independent exponential distributions of holding times whose parameters depend on the endpoint pair but not on the chosen path. Arrivals for each pair are independent Poisson processes, and admission occurs whenever some routing of all calls is feasible. These assumptions make the count vector a Markov process even though individual paths can change.
The necessary cut constraints are
Each counts calls that must cross the two links separating one node from the others. They are also sufficient. If every pair count is at most its direct capacity, route all calls directly. Otherwise at most one pair can exceed its direct capacity: two such excesses would contradict their pairwise cut constraint. Suppose it is , and put . Route of these calls directly and divert the remaining through node . Route the other calls directly. The loads on links and are respectively and by the two cut constraints involving . This is an integer routing of every call. The other cases follow by relabelling.
Consequently the rearrangeable triangular loss network is equivalent, at the level of call counts and blocking, to a fixed routing loss network with three virtual node resources:
The columns correspond to , and a call uses its two endpoint resources. Its normalizer is
With now indexing virtual resources, the three exact answers are
The preceding detailed balance proof applies because departures occur at rates regardless of the current routing. Without unrestricted rearrangement, feasibility can depend on the existing path assignments and this equivalence need not hold.
For a single resource, assume unit-capacity calls arrive as a Poisson process of rate , holding times have independent exponential distributions with mean , and a call is rejected when all units are occupied. Let . Its occupancy is a birth-death process on , with birth rate below capacity and death rate in state . Detailed balance for a birth-death process gives
By Poisson arrivals see time averages, the Erlang loss formula is
This derivation assumes exponential holding times; the standard insensitivity result extends the same formula to independent holding times of the same mean, but is not needed here.
A loss network with fixed routing has finitely many resources , capacities , and call types with a fixed nonempty set of resources. Type has Poisson arrivals of rate , independent holding times of mean , and offered load . It is accepted only if every resource on its route has a free unit, and otherwise is lost. In the displayed equations use the unit-incidence matrix for and zero otherwise. The equations concern this unit-demand model, rather than arbitrary multi-unit requirements.
The Erlang fixed point approximation replaces the correlated resource availabilities by independent ones. A type- call survives blocking at resources other than with approximate probability . Treating this filtering as Poisson thinning gives the reduced offered load
Apply the single-resource formula to obtain . Independence and Poisson thinning here are approximations; no such approximation is claimed for the exact network's joint stationary distribution.
Assume first . The right side is a continuous map from into itself, so the Brouwer fixed-point theorem gives existence. To prove uniqueness, let be the carried load of an Erlang loss resource, also the mean of the truncated Poisson occupancy. Differentiation yields
Thus increases continuously from zero to one and increases from zero to .
Write , and define and , with . Each is continuous and strictly increasing. A fixed point satisfies
These are precisely the stationary equations for the convex potential for the Erlang fixed point
The first term is convex; the second is strictly convex because each strictly increases. Hence is strictly convex. Its gradient cannot vanish at two distinct points: the difference of gradients dotted with the difference of points is strictly positive, with a positive contribution from every changed coordinate in the integral term. This also covers boundary coordinates , using the right derivative there. Every fixed point has , since its offered load is finite, so the change of variables is valid. There is exactly one fixed point. If a capacity is zero, its blocking probability is one; delete it and all routes using it before applying the argument to the remaining positive capacities. Unused resources have blocking probability zero.
With alternative routing, a rejected direct call can try a longer route. The attempt rates now depend on blocking itself, giving an additional feedback absent from fixed routing.
For an explicit example, take three nodes with a unit-resource link between each pair, all of capacity . For every unordered pair, direct calls arrive at rate and have mean holding time one. A call first tries its direct link; if that link is full, it tries the unique two-link route through the third node, and otherwise is lost. Under a symmetric Erlang fixed point approximation, all links have blocking . A given link sees its own direct load . It can also carry overflow from either of the other two pairs; each contributes reduced load , since the direct link must block and the other link of the alternative route must accept. Hence
This is an instance of multiple Erlang fixed points under alternative routing. Put . Evaluation using the positive Erlang B formula recurrence , gives
The sign statements can be certified with rational arithmetic at these rational arguments. The intermediate value theorem gives a distinct root in each of , and ; numerical roots are approximately , and .
Thus the alternative-routing fixed point is not unique. The mechanism is extra link occupancy from overflow: moderate blocking stimulates two-link calls and can reinforce congestion. This multiplicity belongs to the approximation. The exact finite stochastic model has a unique stationary law on its reachable communicating class; the extra approximate solutions do not create three exact invariant distributions.
A loss network models calls that need several resources simultaneously and are rejected, rather than queued, when insufficient capacity remains. Take finite resource and route sets. Let be the integer amount of resource required by a route- call, its capacity, and
Under fixed routing, each arriving call has a predetermined resource requirement. Take independent Poisson processes of rates and independent holding times with exponential distribution of rates . A feasible arrival changes to at rate ; a departure changes it to at rate . Put and assume each route uses a finite positive-capacity resource, so the state space is finite.
The product-form stationary distribution of a loss network is
For any feasible adjacent pair,
These detailed balance equations prove stationarity and make the process a reversible Markov chain. Equivalently, Independent random variables with Poisson distributions of means are conditioned on satisfying the joint capacity constraints. The conditioning makes resource occupancies dependent even though the unconstrained counts are independent.
By Poisson arrivals see time averages, a route- arrival sees acceptance probability , interpreting the numerator as zero for a negative capacity. Hence its blocking probability is and the expected value of its number in service is . This connects a stationary occupancy law to observable rejection and carried traffic.
The insensitivity of loss networks extends this occupancy formula to independent general holding-time distributions with the same expected values, under the usual fixed resource requirements and admission rule. Counts alone then need not be a Markov chain; residual holding times belong in a Markov description. The invariant occupancy formula survives. This is useful because detailed call-duration distributions can be difficult to estimate, while their means are much easier to measure.
For the Erlang loss formula, assume a Poisson process of arrivals with rate , independent holding times with exponential distribution of mean , unit capacity usage per accepted call, and rejection without waiting when all units are occupied. Here is a positive integer and the offered load is . The call population on is a birth-death process; detailed balance gives
By Poisson arrivals see time averages, the fraction of arrivals rejected is the time probability of full occupancy. Therefore
The paper's is the offered load, rather than necessarily an arrival rate. Exponential holding times suffice for this derivation; no unproved insensitivity of loss networks assumption is needed.
A loss network with fixed routing has capacities , call types , and a link-route incidence matrix with exactly when a type- call requires link . An accepted call holds one unit on every link of its route for its holding time; if any required link is full, the call is rejected everywhere. Take independent Poisson processes of calls, independent holding times, and route offered loads . For the finite-variable formulation below, take ; a zero-capacity link and all routes using it may be removed first.
The Erlang fixed point approximation treats blocking at different links as independent and thins the traffic offered to link by acceptance at the other links. Its reduced offered load is
The equality uses : only routes with contribute. Treating this reduced stream as Poisson leads to . Independence and Poisson thinning here are the approximation, not exact properties of a general loss network.
To construct the convex potential for the Erlang fixed point, write and , the carried load of an Erlang loss resource, equivalently the mean occupancy in the single-link stationary distribution. Differentiating its finite sums gives, for ,
The variance is positive because the finite occupancy law is nondegenerate for . Furthermore maps increasingly onto , while increases from zero to . Set
In particular , is continuous and strictly increasing, and as .
For
the first sum is convex, and each integrated strictly increasing function is strictly convex. Thus is a strictly convex function on . Since tends to a positive limit on every coordinate, is a coercive function there; it has a unique minimizer. Its coordinate derivative is
The Erlang fixed point equation is exactly . For an unused link, and the optimum is ; for a used link with positive offered load, the derivative at zero is negative and the optimum is positive. Hence every fixed point gives the unique minimizer, and the minimizer gives a fixed point. The Erlang fixed point is unique under these fixed-routing assumptions.
A convergent cyclic substitution for the Erlang fixed point updates one coordinate at a time, repeatedly cycling through all links:
Always use the most recently available values of the other coordinates. Start, for example, with . In coordinates this is exact coordinate descent for : with other coordinates fixed, the displayed update is the unique coordinate minimizer.
Here is a convergence proof. All iterates stay in the initial compact sublevel set of the coercive function , and their potential values decrease to a limit. Each single-coordinate update is continuous, since its reduced load is continuous and finite and . Thus a whole-sweep map is continuous. If a full-sweep subsequence converges to , continuity gives , because both consecutive potential values converge to the same limit. Strict coordinate convexity means equality can occur only when no coordinate changes during that sweep. Thus minimizes every coordinate, satisfies the nonnegative-orthant first-order conditions, and is the unique global minimizer of . Every subsequential limit is therefore the same point, proving convergence of the full-sweep iterates and, by continuity of the updates, all intermediate iterates. This argument applies to sequential substitution; it does not assume simultaneous updates converge.
In a loss network with fixed routing, calls of type arrive as independent Poisson processes with rates . Every accepted call occupies units of resource throughout its holding time. The link-route incidence matrix has nonnegative integer entries, is the resource-capacity vector, counts calls currently present, and is the th coordinate unit vector. The feasible occupancy space is
The inequalities are coordinatewise. A call that would leave this space is rejected immediately, without queuing or changing . With independent unit-rate exponential distributions for holding times, the memoryless property makes a continuous-time Markov chain, whose nonzero off-diagonal transition rates are
There are independent clocks of rate one for the second transition. Rejected arrivals are not jumps and do not appear in the off-diagonal transition rates.
Let . For every feasible adjacent pair,
Thus detailed balance for a continuous-time Markov chain gives the product-form stationary distribution of a loss network:
In this convention is the reciprocal normalizing sum. If every route consumes some resource, finite capacities make finite. Even zero-resource routes cause no normalization difficulty: the sum is at most . With positive arrival rates the reachable feasible class is an irreducible Markov chain, since calls can depart to the empty state and any feasible occupancy can be built from it. The stationary distribution is therefore unique on that class.
The vector records the free units of each resource. Its probability distribution sums over all occupancies with the same free resources. The map from to generally loses information: different call mixtures may consume exactly the same resources.
For , the conditional expectation can be computed by removing one call. The factorial identity gives
Indeed, is a bijection from the occupancies in this sum with to occupancies using units. Conversely, adding one call to any such occupancy is feasible because its final resource use is . Consequently
and the conditional expectation is zero otherwise. Conditioning the identity and multiplying by now yields
Alternatively, multiply the preceding unnormalized factorial identity by and sum over directly; this proves the same formula even when , without dividing by a zero probability. This gives both the conditional expectation argument and the direct summation argument.
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.
Three nodes have integer link capacities . Calls between a node pair use either its direct link or the two-link alternative. With unrestricted instantaneous rearrangement of existing calls, counts are feasible exactly when , and . Necessity follows by counting calls crossing each node cut. For sufficiency, the inequalities allow at most one count to exceed its direct-link capacity. Divert precisely that excess to the other two links; the same inequalities ensure capacity there. The counts thus have the same feasible set as a fixed routing loss network with one virtual resource at each node, capacity equal to the sum of its two incident physical-link capacities, and each call using its two endpoint resources. With independent Poisson processes for arrivals and independent routing-independent exponential distributions for holding times, this gives the usual product-form stationary distribution of a loss network and exact Poisson arrivals see time averages blocking probabilities.