Finite-buffer server utilization 2026-10-07
For a work-conserving single-server queue with independent Poisson arrivals, finite buffer and independent identically distributed admitted service times of mean , Poisson arrivals see time averages give admitted rate . Little law for the server alone then gives the displayed busy fraction. The time parameter is the mean service duration, and need not be exponentially distributed.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 32 1 Solution Created 2026-10-03 Updated 2026-10-07
For a stable system in which entering customers eventually leave, Little's law isHere is the long-run mean number of customers in the chosen system, is its actual entry rate, and is the mean customer sojourn time. The arrival rate counts admitted customers, not rejected attempts. One way to see the identity is to integrate the customer count over time: each customer's time in the system contributes exactly that much area. Dividing by elapsed time gives entry rate times mean customer sojourn time, with negligible endpoint terms under the usual stability and integrability assumptions.
For the server alone in a stationary M-M-1 queue, the customer count is the busy indicator. Customers enter this subsystem when their service begins; in a stable, loss-free queue its entry rate equals . Their mean time in this subsystem is the mean service time . Thus , with stability requiring . In this paper denotes a mean duration, so the exponential service rate is .
For finite-buffer server utilization, assume the server is work conserving and admitted customers are eventually served, with finite mean service time. Poisson arrivals see time averages, so an offered arrival is rejected with probability . Hence the admitted arrival rate, and therefore the service-entry rate, or queue throughput, is . Apply Little's law to the server alone again. Its mean population, or server utilization, is , and its mean customer sojourn time is , giving . Neither argument requires exponential service times in the finite-buffer system: Poisson arrivals are used for the blocking probability, while the service calculation needs only the mean and the stated independence. Applying the offered rate directly to this lossy system would miss the admission factor.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 32 2 Solution Created 2026-10-03 Updated 2026-10-07
For a single resource, assume unit-capacity calls arrive as a Poisson process of rate , holding times have independent exponential distributions with mean , and a call is rejected when all units are occupied. Let . Its occupancy is a birth-death process on , with birth rate below capacity and death rate in state . Detailed balance for a birth-death process givesBy Poisson arrivals see time averages, the Erlang loss formula isThis derivation assumes exponential holding times; the standard insensitivity result extends the same formula to independent holding times of the same mean, but is not needed here.
A loss network with fixed routing has finitely many resources , capacities , and call types with a fixed nonempty set of resources. Type has Poisson arrivals of rate , independent holding times of mean , and offered load . It is accepted only if every resource on its route has a free unit, and otherwise is lost. In the displayed equations use the unit-incidence matrix for and zero otherwise. The equations concern this unit-demand model, rather than arbitrary multi-unit requirements.
The Erlang fixed point approximation replaces the correlated resource availabilities by independent ones. A type- call survives blocking at resources other than with approximate probability . Treating this filtering as Poisson thinning gives the reduced offered loadApply the single-resource formula to obtain . Independence and Poisson thinning here are approximations; no such approximation is claimed for the exact network's joint stationary distribution.
Assume first . The right side is a continuous map from into itself, so the Brouwer fixed-point theorem gives existence. To prove uniqueness, let be the carried load of an Erlang loss resource, also the mean of the truncated Poisson occupancy. Differentiation yieldsThus increases continuously from zero to one and increases from zero to .
Write , and define and , with . Each is continuous and strictly increasing. A fixed point satisfiesThese are precisely the stationary equations for the convex potential for the Erlang fixed pointThe first term is convex; the second is strictly convex because each strictly increases. Hence is strictly convex. Its gradient cannot vanish at two distinct points: the difference of gradients dotted with the difference of points is strictly positive, with a positive contribution from every changed coordinate in the integral term. This also covers boundary coordinates , using the right derivative there. Every fixed point has , since its offered load is finite, so the change of variables is valid. There is exactly one fixed point. If a capacity is zero, its blocking probability is one; delete it and all routes using it before applying the argument to the remaining positive capacities. Unused resources have blocking probability zero.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 37 1 i Solution Created 2026-10-03 Updated 2026-10-07
A loss network models calls that need several resources simultaneously and are rejected, rather than queued, when insufficient capacity remains. Take finite resource and route sets. Let be the integer amount of resource required by a route- call, its capacity, andUnder fixed routing, each arriving call has a predetermined resource requirement. Take independent Poisson processes of rates and independent holding times with exponential distribution of rates . A feasible arrival changes to at rate ; a departure changes it to at rate . Put and assume each route uses a finite positive-capacity resource, so the state space is finite.
The product-form stationary distribution of a loss network isFor any feasible adjacent pair,These detailed balance equations prove stationarity and make the process a reversible Markov chain. Equivalently, Independent random variables with Poisson distributions of means are conditioned on satisfying the joint capacity constraints. The conditioning makes resource occupancies dependent even though the unconstrained counts are independent.
By Poisson arrivals see time averages, a route- arrival sees acceptance probability , interpreting the numerator as zero for a negative capacity. Hence its blocking probability is and the expected value of its number in service is . This connects a stationary occupancy law to observable rejection and carried traffic.
The insensitivity of loss networks extends this occupancy formula to independent general holding-time distributions with the same expected values, under the usual fixed resource requirements and admission rule. Counts alone then need not be a Markov chain; residual holding times belong in a Markov description. The invariant occupancy formula survives. This is useful because detailed call-duration distributions can be difficult to estimate, while their means are much easier to measure.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 39 2 Solution Created 2026-10-03 Updated 2026-10-06
For the Erlang loss formula, assume a Poisson process of arrivals with rate , independent holding times with exponential distribution of mean , unit capacity usage per accepted call, and rejection without waiting when all units are occupied. Here is a positive integer and the offered load is . The call population on is a birth-death process; detailed balance givesBy Poisson arrivals see time averages, the fraction of arrivals rejected is the time probability of full occupancy. ThereforeThe paper's is the offered load, rather than necessarily an arrival rate. Exponential holding times suffice for this derivation; no unproved insensitivity of loss networks assumption is needed.
A loss network with fixed routing has capacities , call types , and a link-route incidence matrix with exactly when a type- call requires link . An accepted call holds one unit on every link of its route for its holding time; if any required link is full, the call is rejected everywhere. Take independent Poisson processes of calls, independent holding times, and route offered loads . For the finite-variable formulation below, take ; a zero-capacity link and all routes using it may be removed first.
The Erlang fixed point approximation treats blocking at different links as independent and thins the traffic offered to link by acceptance at the other links. Its reduced offered load isThe equality uses : only routes with contribute. Treating this reduced stream as Poisson leads to . Independence and Poisson thinning here are the approximation, not exact properties of a general loss network.
To construct the convex potential for the Erlang fixed point, write and , the carried load of an Erlang loss resource, equivalently the mean occupancy in the single-link stationary distribution. Differentiating its finite sums gives, for ,The variance is positive because the finite occupancy law is nondegenerate for . Furthermore maps increasingly onto , while increases from zero to . SetIn particular , is continuous and strictly increasing, and as .
Forthe first sum is convex, and each integrated strictly increasing function is strictly convex. Thus is a strictly convex function on . Since tends to a positive limit on every coordinate, is a coercive function there; it has a unique minimizer. Its coordinate derivative isThe Erlang fixed point equation is exactly . For an unused link, and the optimum is ; for a used link with positive offered load, the derivative at zero is negative and the optimum is positive. Hence every fixed point gives the unique minimizer, and the minimizer gives a fixed point. The Erlang fixed point is unique under these fixed-routing assumptions.
A convergent cyclic substitution for the Erlang fixed point updates one coordinate at a time, repeatedly cycling through all links:Always use the most recently available values of the other coordinates. Start, for example, with . In coordinates this is exact coordinate descent for : with other coordinates fixed, the displayed update is the unique coordinate minimizer.
Here is a convergence proof. All iterates stay in the initial compact sublevel set of the coercive function , and their potential values decrease to a limit. Each single-coordinate update is continuous, since its reduced load is continuous and finite and . Thus a whole-sweep map is continuous. If a full-sweep subsequence converges to , continuity gives , because both consecutive potential values converge to the same limit. Strict coordinate convexity means equality can occur only when no coordinate changes during that sweep. Thus minimizes every coordinate, satisfies the nonnegative-orthant first-order conditions, and is the unique global minimizer of . Every subsequential limit is therefore the same point, proving convergence of the full-sweep iterates and, by continuity of the updates, all intermediate iterates. This argument applies to sequential substitution; it does not assume simultaneous updates converge.
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.
Past exam of the mathematics course of the University of Cambridge 2018 ii Paper 3 27J Solution Created 2026-09-24 Updated 2026-10-03
Immediately after departure , either and one of those customers starts the next service, or and the next arrival both initiates service and is not counted among those waiting after it. During that service further customers arrive. Thus the embedded departure chain of an M-G-1 queue obeys
Conditional on the next service time , the Poisson process property givesThe law of total expectation and law of total variance therefore giveand
In equilibrium let have the common distribution of and put . The fresh pair is independent of . Taking expectations in the recursion givesBecause and , stationarity of the second moment givesSolving,
In stationarity, level crossing together with Poisson arrivals see time averages identifies this as the mean number in the shop. The Little law gives , where is waiting time before service. Since ,This is the Pollaczek-Khinchine mean formula.
Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 4 27J b ii Solution Created 2026-09-24 Updated 2026-09-25
Here , so detailed balance givesConsequentlyThe series converges for every , so this defines the unique invariant distribution.
By the PASTA property, an arrival joins with probability . In equilibrium the accepted-arrival rate must also equal the departure rate. Departures occur at rate precisely when the queue is nonempty, henceThe required joining probability is therefore