Insensitivity of loss networks 2026-10-05
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.
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 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.
For a loss network with feasible occupancies , its stationary distribution is proportional to . It is the law of independent Poisson random variables conditioned on the resource constraints. With exponential holding times, detailed balance for a continuous-time Markov chain proves the formula directly.
Reduced-load approximation 2026-10-05
For unit resource requirements in a loss network, the effective offered traffic to resource is , where are approximate resource blocking probabilities. The resource being modeled is excluded from its own screening product.
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.