For a fixed occupancy , let be the per-flow rate on every active route, so feasibility means . A proportionally fair allocation is a feasible allocation satisfying, for every other feasible ,
The sum counts the proportional changes over individual flows. By the first-order condition for a concave function, it is exactly the allocation solving
This is weighted logarithmic utility optimization, and its negative objective is a strictly convex function, which gives unique rates on active routes. Routes with have no per-flow rate to determine.
Index the four routes by , , , , and let be each route's total service. Write
The four capacity constraints say , , , and . Equivalently,
For fixed maxima , every active route in the first group optimally takes total service , and every active route in the second takes , because its logarithmic objective is increasing. Up to the constant , the objective therefore becomes with . Its maximizer is , when , with the evident endpoint choices when one group is empty. Hence the proportionally fair allocation on a four-cycle is
Set on inactive routes. If , all service totals are zero. In particular, for , , as required. Two disjoint active routes in the same group can each receive the same total service; service totals need not sum to one over the entire network.
With independent document arrivals given by Poisson processes of rates and independent unit-mean exponential distributions for document sizes, each of the active documents has completion rate . The flow-level network model is consequently a continuous-time Markov chain with
At all downward rates are zero. The total departure rate is at most four, so the bounded total jump rate ensures no explosion.
The original PDF's displayed factor is a binomial coefficient, not the plain quotient produced by the TeX extraction. The candidate stationary distribution for this reversible four-cycle flow model is
Use . For and ,
so . For the corresponding ratio is . Thus detailed balance for a continuous-time Markov chain holds for every adjacent pair, proving the displayed stationary distribution whenever .
For completeness, its existence condition can be made explicit. Put and . At fixed ,
Therefore the sum over states with is at most , using the binomial theorem. This is summable if . Conversely, restricting to the single maximizing route in each group leaves the series , which diverges if . Hence
These are exactly the four strict resource-load inequalities. With positive arrival rates the Markov chain is irreducible, so the normalized stationary distribution is unique.
Stochastic network 2026-10-05
A stochastic network combines resource constraints, routing, and random arrivals or service requirements. Loss networks reject requests that cannot acquire all required resources; flow-level network models let ongoing transfers share capacities.