Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 30 / 3 / a

Start from the Erlang loss formula and reverse the order in its denominator:For each fixed $j$, the product tends to $(C/\nu {)}^j$. If $\nu >C$, it is bounded by this same summable geometric series. Extend the summand by zero for $j>NC$ and apply the dominated convergence theorem with counting measure to obtainIf $\nu \le C$, retain the first $K+1$ summands. Their limiting sum is at least $K+1$, so the reciprocal tends to infinity as $K$ can be arbitrarily large. This includes $\nu =C$ without a separate normal approximation. ThereforeHere $C$ and $N$ are positive integers, as appropriate for circuit counts; taking $\lfloor NC\rfloor$ gives the same limit for a positive real capacity scale. This is the proportional scaling limit of the Erlang loss formula.