Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 34 / 2 / i / Solution

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 $r$ has a fixed nonzero integer resource-requirement vector $a_r$, Poisson process rate ${\nu }_r$, and independent exponential distributions with parameter ${\mu }_r$. Let $A$ have columns $a_r$ and let $C$ be the resource-capacity vector. The feasible call counts areWrite ${\alpha }_r={\nu }_r/{\mu }_r$ for the offered load. On $\mathcal{S}$, the Markov transition rates are $q(n,n+e_r)={\nu }_r$ if the new state is feasible, and $q(n,n-e_r)={\mu }_r{n}_r$.

The product-form stationary distribution of a loss network isIndeed, whenever $n+e_r$ 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 $r$ sees this stationary distribution by Poisson arrivals see time averages. Its acceptance probability iswhere a partition function with a negative capacity is zero. This is the blocking partition ratio for a loss network. Thus its blocking probability is $1-P_r$, admitted arrival rate is ${\nu }_r{P}_r$, and mean number present is ${\alpha }_r{P}_r$, by balancing admitted births with departures. With a single unit-demand resource, the formula reduces to the Erlang loss formulaThe 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.