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Let $x_r$ be the rate of each individual flow on route $r$, so its aggregate rate is $w_r=n_r{x}_r$. The feasible allocations satisfy ${\sum }_{r:j\in r}{n}_r{x}_r\le C_j$. An allocation has proportional fairness if, for every feasible $\tilde{x}$,Equivalently it maximizes ${\sum }_{r:n_r>0}{n}_r\log x_r$ over positive active-route rates. This is the first-order optimality condition for a concave objective on a convex set. Rates for absent flows can be set to zero.

For the linear flow network, put $N={\sum }_{r=0}^I{n}_r$ and $M={\sum }_{i=1}^I{n}_i$. If $n_i>0$, unused capacity on link $i$ could increase $x_i$, soWhen $n_0>0$, write $w_0=n_0{x}_0$. For active local routes their aggregate rates are $1-w_0$, and the objective, up to constants independent of $w_0$, isFor $M>0$, differentiation gives $n_0/w_0=M/(1-w_0)$, hence $w_0=n_0/N$; when $M=0$ the maximizing endpoint is $w_0=1$, giving the same answer. Thus the proportionally fair allocation on a linear flow network isIf $n_0=0$ and $N>0$, this gives $x_i=1/n_i$ on every active local route, as expected. No departure occurs at the empty state.

Independent Poisson processes of flow arrivals and independent exponential distributions of document sizes make the count vector a continuous-time Markov chain. By the memoryless property, a surviving residual size with exponential distribution still has rate ${\mu }_r$ per unit of transferred data, so each route-$r$ flow completes at instantaneous rate ${\mu }_r{x}_r(n)$. The transition intensities areHence the through-route departure rate is ${\mu }_0{n}_0/N$ and each active local route's rate is ${\mu }_{i}M/N$.

To obtain the stationary law of a linear flow network, defineFor a through departure $H(n-e_0)/H(n)=n_0/N$; for an active local departure $H(n-e_i)/H(n)=M/N$. These are exactly the aggregate service rates, so the detailed balance identities $\pi (n-e_r){\nu }_r=\pi (n){\mu }_r{n}_r{x}_r(n)$ hold. This also shows why the binomial coefficient is essential; a factor $N$ would not have the required ratios.

For fixed local counts with total $M$, the negative binomial series givesSum the remaining independent geometric series to findThe given load conditions make every series converge. Setting $K=1/Z$ provesThe chain has bounded total departure rate, finite arrival rate and no explosion. With positive arrival rates it is irreducible, and this normalized invariant law gives the positive recurrent Markov chain property; zero arrival rates restrict the stationary support to the corresponding reachable class.

Summing out $n_0$ shows local-count independence in a linear flow network: the local counts have independent geometric distributions on ${\mathbb{Z}}_{+}$ with ratios $q_i={\rho }_i/(1-{\rho }_0)$. ThereforeThey are independent of one another under the stationary marginal, despite sharing the random through-flow population. The through count is generally dependent on them.

For the proportionally fair allocation on a linear flow network, independent Poisson flow arrivals at rates ${\nu }_r$ and exponential document sizes of rates ${\mu }_r$ give a continuous-time Markov chain with departures ${\mu }_r{n}_r{x}_r(n)$. Put ${\rho }_r={\nu }_r/{\mu }_r$. Under ${\rho }_0+{\rho }_i<1$ for each local route, the normalizing constant is $Z=(1-{\rho }_0{)}^{I-1}/{\prod }_i(1-{\rho }_0-{\rho }_i)$. The binomial coefficient weight has adjacent-state ratios equal to the aggregate service rates, proving detailed balance. For more general network topologies, proportional fairness need not give this reversible product form.