Solution (source code)

= Solution

Here $x_r$ is the rate per individual active flow, and $n_rx_r$ is its route's aggregate rate. On routes with $n_r>0$, a <proportionally fair allocation> is a feasible positive rate vector satisfying
$$
\sum_{r:n_r>0}n_r\frac{\widetilde x_r-x_r}{x_r}\leq0
$$
for every feasible competitor $\widetilde x$, where feasibility means $\sum_{r:j\in r}n_r\widetilde x_r\leq C_j$. This is equivalent to maximizing <weighted logarithmic utility> $\sum_{r:n_r>0}n_r\log x_r$: its gradient gives the displayed inequality, and the supporting-tangent inequality proves sufficiency. The objective is <strictly concave> on active rates. Rates assigned to absent flows are irrelevant and may be set to zero.

For the <linear flow network>, an active local route can increase its rate if its link constraint has slack, improving the objective without affecting any other link. Thus
$$
\boxed{n_0x_0+n_ix_i=1\qquad(n_i>0).}
$$
Put $m=\sum_{i=1}^In_i$ and $N=n_0+m$. If $n_0>0$ and $m>0$, eliminate the active local rates by $x_i=(1-n_0x_0)/n_i$. Up to constants, the utility becomes
$$
n_0\log x_0+m\log(1-n_0x_0),\qquad 0<x_0<1/n_0.
$$
Its derivative is $n_0/x_0-n_0m/(1-n_0x_0)$, which vanishes exactly at
$$
\boxed{x_0=\frac1N,\qquad x_i=\frac{m}{Nn_i}\quad(n_i>0).}
$$
Strict concavity proves this is the optimum, and unused local links impose no stronger constraint because $n_0x_0\leq1$. If $m=0<n_0$, maximizing $n_0\log x_0$ gives $x_0=1/n_0$, the same formula. If $n_0=0$, each active local route has $x_i=1/n_i$. These are the <proportionally fair allocation on a linear flow network>. When $N=0$, there is no service to allocate.

The <memoryless property> of exponential document sizes makes a flow transmitting at rate $x_r$ complete with intensity $\mu_rx_r$. Summing over its $n_r$ flows gives the <flow-level network model> transition rates
$$
q(n,n+e_r)=\nu_r\quad(0\leq r\leq I),
$$
and, for nonempty states,
$$
\boxed{q(n,n-e_0)=\mu_0\frac{n_0}{N}\quad(n_0>0),\qquad
q(n,n-e_i)=\mu_i\frac{m}{N}\quad(n_i>0).}
$$
All absent-route departure intensities, including those at the empty state, are zero. In particular the local completion rate is the aggregate rate $\mu_im/N$, not $\mu_i/N$. Total rates are bounded by $\sum_r\nu_r+\sum_r\mu_r$, so the <continuous-time Markov chain> is nonexplosive.

Set $\rho_r=\nu_r/\mu_r$ and consider the weights
$$
w(n)=\binom{N}{n_0}\prod_{r=0}^I\rho_r^{n_r}.
$$
The <binomial coefficient> is the <balance function of a flow-level network>. For a through-route arrival, its adjacent-weight ratio is
$$
\frac{w(n+e_0)}{w(n)}=\rho_0\frac{N+1}{n_0+1}.
$$
The reverse departure rate is $\mu_0(n_0+1)/(N+1)$, so $w(n+e_0)q(n+e_0,n)=w(n)\nu_0$. For a local-route arrival,
$$
\frac{w(n+e_i)}{w(n)}=\rho_i\frac{N+1}{m+1},
$$
and the reverse departure rate is $\mu_i(m+1)/(N+1)$, giving the same <detailed balance> identity. This includes arrivals from the empty state.

To normalize, first fix all local counts and sum over $n_0$. The <negative binomial series> gives
$$
\sum_{n_0\geq0}\binom{n_0+m}{n_0}\rho_0^{n_0}=(1-\rho_0)^{-m-1}.
$$
The remaining <geometric series> factor, so
$$
Z=\sum_nw(n)=\frac1{1-\rho_0}\prod_{i=1}^I\frac1{1-\rho_i/(1-\rho_0)}
=\frac{(1-\rho_0)^{I-1}}{\prod_{i=1}^I(1-\rho_0-\rho_i)}.
$$
This is finite precisely under the stated strict load inequalities $\rho_0+\rho_i<1$ for each resource. Thus <detailed balance> proves the <stationary law of a linear flow network>:
$$
\boxed{\pi(n)=(1-\rho_0)^{1-I}\prod_{i=1}^I(1-\rho_0-\rho_i)
\binom{\sum_{r=0}^In_r}{n_0}\prod_{r=0}^I\rho_r^{n_r}.}
$$
With positive arrival rates this is the unique <stationary distribution> of the irreducible chain. Zero arrival rates are handled by restricting to the accessible class with their counts zero, interpreting $0^0=1$.

Summing this distribution over $n_0$ gives <local-count independence in a linear flow network>:
$$
\Pr\{n_1=k_1,\ldots,n_I=k_I\}
=\prod_{i=1}^I\left(1-\frac{\rho_i}{1-\rho_0}\right)
\left(\frac{\rho_i}{1-\rho_0}\right)^{k_i}.
$$
These are independent <geometric distributions>. Differentiating a <geometric series>, or summing its mean directly, gives
$$
\boxed{\mathbb E n_i=\frac{\rho_i/(1-\rho_0)}{1-\rho_i/(1-\rho_0)}
=\frac{\rho_i}{1-\rho_0-\rho_i}\quad(1\leq i\leq I).}
$$
This independence concerns the local counts at one stationary time; their evolving processes share the through route and are not independent processes.