Alternative-routing triangle with three Erlang fixed points Created 2026-10-07 Updated 2026-10-14
On a three-node loss network, each pair offers direct calls of load to its link of capacity . If blocked, the call tries the two-link path through the remaining node. The symmetric reduced-load approximation gives a link its direct load and two overflow contributions , hence the displayed equation. For , , its residual has alternating signs at , giving at least three distinct roots. This multiplicity belongs to the Erlang fixed point approximation, not to the exact stationary law of a finite reachable Markov chain.
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 73 2 Solution Created 2026-10-03 Updated 2026-10-14
For fixed routing, let each route require one unit on every resource in its fixed set, let be integer resource capacities, and let be the offered load, arrival rate times mean holding time. The Erlang fixed point approximation treats distinct resource availability events as independent. If is the approximate blocking probability at resource , the reduced-load approximation giveswhere the Erlang loss formula isScreening excludes resource itself: it is the load offered to that resource, not merely the load ultimately admitted there. Approximate route acceptance is . This specifies the approximation, not an assertion of exact independence in the actual loss network.
Here is a constructive variational proof of both existence and uniqueness. For write and , the carried load of an Erlang loss resource. Under its upper-truncated Poisson occupancy law, differentiating the finite sums givesConsequently increases continuously from to , and increases from to . Put andEach is continuous and strictly increasing, tending to . Consider the convex potential for the Erlang fixed pointThe first sum is convex, and each integral is strictly convex because its derivative strictly increases. Hence is strictly convex. Also each integral grows at least linearly for sufficiently large , since . Thus is coercive, its bounded sublevel sets are compact, and it attains a unique minimum .
Its derivative isFor a resource used by some positive-load route, this derivative is negative at for every finite choice of the other coordinates, so its minimizing coordinate is positive and satisfies . Cancelling gives , exactly the required fixed-point equation. An unused resource minimizes its integral at , giving . Conversely any fixed point has , since the total offered load is finite; its logarithmic coordinates satisfy these same minimizing conditions. Strict convexity therefore proves one and only one fixed-routing Erlang fixed point. Zero-capacity resources can be removed with their blocked routes, whose acceptance probabilities are already zero.
For a concrete alternative routing counterexample, take three nodes forming a triangle, each link of capacity , with offered traffic for each endpoint pair. Try the direct link first; if it is blocked, try the other two links together. In a symmetric reduced-load approximation, a link has its direct load plus two overflow streams, each of load : the preferred link is blocked with probability , and the other link of the alternative path is available with probability . The link itself is excluded from screening. Thus a common link blocking probability must satisfyDefine the right side minus as . The stable Erlang loss formula recursion , givesAll four arguments are rational, so the same recursion can certify these signs with rational arithmetic, without trusting rounded values. Continuity and the intermediate value theorem give at least three distinct symmetric fixed points, one in each intervening interval. This is nonuniqueness of the approximation; the exact finite irreducible loss network still has a unique stationary distribution.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 34 2 ii Solution Created 2026-10-03 Updated 2026-10-14
For unit resource requirements, treat the resource-blocking events as approximately independent. Let be the approximate blocking probability at resource . Screening class- traffic by every resource other than produces the reduced-load approximationThe modeled resource is excluded from its own screening product. For general integer requirements, the standard generalized approximation is ; in the unit-requirement case this reduces to the displayed formula. The approximate route acceptance is . The independence used here is an approximation to the correlated exact stationary distribution, not an extra property of that law.
Here is a proof of fixed-routing existence and uniqueness. Suppose first that every retained capacity is a positive integer. Links of zero capacity permanently reject their routes and can be removed. If has the upper-truncated Poisson distribution with parameter , its mean isThe derivative follows by differentiating the normalized weights: . The probability at the upper endpoint similarly givesThus increases from zero to one, while increases from zero to . This is the monotonicity of the Erlang blocking probability.
Set . For defineHere the inverse is with respect to offered load, and the value at zero is zero. This function is the carried load evaluated at the inverse blocking coordinate, so it is continuous and strictly increasing, with limit as . Consider the convex potential for the Erlang fixed pointEach exponential of a linear function is convex. Each integral is strictly convex because its derivative is strictly increasing. Their sum is strictly convex on the nonnegative orthant. It is also coercive: for large , is bounded below by a positive constant, so the integral grows without bound; the other terms are nonnegative. Hence attains a unique minimum.
At a positive coordinate, the first-order condition isAt , the derivative equals minus the right-hand side and is nonpositive. A boundary minimum can therefore occur there only when that load is zero, in which case the derivative is zero and the same equation holds. Since , division by this positive acceptance probability makes the first-order condition precisely the reduced-load equations above. Conversely every fixed point is such a minimum. Thus fixed routing has exactly one Erlang fixed point, including zero blocking at unused resources. The proof does not rely on a potentially nonconvergent simultaneous substitution algorithm.
Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 35 1 Solution Created 2026-10-03 Updated 2026-10-14
Let be a finite collection of resources with positive integer capacities , and let be a finite collection of nonempty routes. In the standard unit-resource loss network, a call on route needs one unit simultaneously at each resource in ; fixed routing means that these requirements do not change when a request is rejected. Suppose route has an independent Poisson process of arrivals of rate and independent holding times of mean . Its offered traffic is . The Erlang fixed point approximation approximates resource blocking events as independent, rather than claiming this independence for the exact loss network.
Write for the approximate blocking probability at resource . The reduced-load approximation screens a call by every other resource that it needs, so the offered traffic seen by resource isFor a single resource with offered traffic and capacity , the Erlang loss formula isThus the Erlang fixed point approximation is the systemThe resulting route acceptance probability is . In particular, the screening product for excludes itself; including it would describe a different approximation.
For existence, define on . Each is a continuous polynomial, and the denominator of the Erlang loss formula is at least one. Consequently is continuous and maps this nonempty compact convex set into itself. The Brouwer fixed-point theorem supplies a fixed point. At any such point , since finite offered traffic and positive capacity give .
For uniqueness, we construct a strictly convex function whose minimizer is equivalent to an Erlang fixed point. Put . First establish the single-resource facts needed for this change of coordinates. For , the inverse blocking probability has the expressionThe terms with decrease strictly with , so increases strictly from zero to one. Let be its inverse parametrization defined by , with . If has the truncated Poisson distribution with weights proportional to , then shifting the sum gives its mean, the carried load of an Erlang loss resource, asDifferentiating the normalized weights showsThe variance is positive because both and have positive probability. Moreover, as , since the largest term in the truncated Poisson distribution dominates. Henceis continuous, strictly increasing from zero to .
Now minimize the following convex potential for the Erlang fixed point over the nonnegative orthant:Each exponential term is convex, and each integral is a strictly convex function of its coordinate because its derivative is strictly increasing. Their sum is therefore strictly convex. It is also a coercive function: once is large enough, , so each integral grows at least linearly in its coordinate, while the exponential terms are nonnegative. Thus attains exactly one minimum.
The coordinate derivative isAt an interior coordinate of a minimizer it vanishes. At , it is nonpositive, whereas the one-sided minimum condition requires it to be nonnegative; it therefore vanishes there too. Conversely, a zero gradient is a global minimizer of this convex function. Multiplying by givesApplying the Erlang loss formula converts this exactly to . The change of coordinates is one-to-one, proving uniqueness under fixed routing. A zero-capacity resource can instead be fixed as blocked with probability one, with all routes using it removed before applying the proof; an unused positive-capacity resource has blocking probability zero.
For alternative routing, consider a symmetric three-node loss network. Each of its three links has capacity ; every node pair offers traffic , tries its direct link first, and, if that link is blocked, tries the two-link path through the third node. Let all approximate link blocking probabilities equal . Each link receives its direct offered traffic and the overflow from the other two node pairs. An overflow is generated with probability and reaches the link under consideration only when its other required link accepts, with probability . The symmetric reduced-load approximation therefore givesFor , evaluate the Erlang loss formula by the stable recursion , . It givesThese signs can also be certified with exact rational arithmetic, since all four loads are rational. Continuity and the intermediate value theorem give three distinct roots, one in each intervening interval. Thus the alternative-routing approximation need not be unique. This is multiplicity of approximate fixed points, not multiplicity of stationary distributions for the exact finite irreducible Markov chain.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 35 2 Solution Created 2026-10-03 Updated 2026-10-14
Take Poisson process arrivals of rate , independent holding times with the exponential distribution of parameter , unit resource requirement per call, no waiting room, and integer capacity . The occupancy is a birth-death process on with birth rate below and death rate at occupancy . Writing for offered traffic, detailed balance for a continuous-time Markov chain givesAn arrival is lost exactly in state , so Poisson arrivals see time averages proves the Erlang loss formulaThis derivation assumes exponential holding times; the insensitivity of loss networks extends the same formula to independent general holding times with the same mean. For completeness, ; for , set .
A loss network with fixed routing has finitely many resources, capacities , and call types indexed by nonempty subsets of resources. A call of type uses one unit of every resource in for its entire holding time and is accepted only if all are available. Let be the link-route incidence matrix and the type's offered traffic, arrival rate times mean holding time. Different types have independent Poisson processes and independent holding times.
In the reduced-load approximation, availability at distinct resources is treated as independent, and screening at the resources other than is modeled as independent Poisson thinning. The load offered to after that screening isApplying the Erlang loss formula to this isolated-resource load gives the Erlang fixed point approximation, . These equations are an approximation because simultaneous admission induces dependence between resource occupancies, and the screened arrival process need not actually be Poisson.
Here is a proof of existence and uniqueness for positive capacities. Write . Its truncated-Poisson mean is the carried load of an Erlang loss resource,For , differentiating its stationary probabilities givesThe variance is positive and because every state has positive probability. Moreover increases continuously from zero to one, and increases from zero to . Thus has a continuous inverse on .
Use acceptance coordinates and defineHere is strictly increasing, continuous, and tends to as . The convex potential for the Erlang fixed point isEach exponential term is convex, and each integral is a strictly convex function of its coordinate because its derivative is strictly increasing. Hence is strictly convex on the nonnegative orthant. It is also a coercive function: for sufficiently large , , so each integral tends at least linearly to infinity. Therefore attains a unique minimum .
Its partial derivative isAt an interior minimum this derivative is zero. Since , this is exactly . At a boundary coordinate , the one-sided minimizing condition is , whereas the displayed derivative is . Thus and there as well. Conversely every solution of the Erlang fixed point approximation has these derivative conditions and hence minimizes the convex potential. No solution has at positive capacity, since every is finite and for finite . The coordinates therefore give a bijection between solutions and minima, provingIf a capacity is zero, its blocking probability is forced to one. Routes using it contribute zero reduced load to every other resource. Delete those routes and the zero-capacity resources and apply the proof to the remaining network; unused positive-capacity resources have blocking probability zero. This establishes existence and uniqueness also with zero capacities, allowing precisely at those resources.
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 30 3 b Solution Created 2026-10-03 Updated 2026-10-14
For the link-route incidence matrix , the reduced-load approximation and Erlang loss formula giveIntroduce and accepted route flows . Multiplying the reduced load by the link's own acceptance probability givesThese are precisely the first-order optimality conditions for the convex potential for the Erlang fixed point, sinceEach exponential term is a convex function, and the integral of the strictly increasing function is a strictly convex function. Hence is a strictly convex function. Moreover as , by the saturation of the carried load of an Erlang loss resource. Its integrals tend to infinity at least linearly, so is a coercive function on the nonnegative orthant and has a unique minimizer.
At , . If link is used by any positive-rate route, then , excluding a boundary minimizer there. An unused link instead minimizes at and has zero derivative. Thus the minimizer satisfies the displayed flow equations for every link. Conversely, those equations imply and therefore minimize the convex potential for the Erlang fixed point. Finally with converts the flow equations back to . The Erlang fixed point approximation has exactly one solution under fixed routing.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 37 1 ii Solution Created 2026-10-03 Updated 2026-10-07
The exact normalizing sum can be expensive on a large loss network. The Erlang fixed point approximation replaces joint resource acceptance by a product of marginal acceptances. Here consider unit requirements , positive integer capacities and finitely many fixed routes. Let be resource blocking and . A route- call contributes to the offered traffic at resource after surviving the other resources on its route. Thus the reduced-load approximation iswhere the Erlang B formula isThe estimated route acceptance is . This is an independence approximation, not an alternative exact factorization of the stationary law in part (i).
Uniqueness follows from a convex potential for the Erlang fixed point. For a single resource, the carried load of an Erlang loss resource is . It increases strictly from zero to as increases: differentiating the expected value of its upper-truncated Poisson distribution with respect to gives the strictly positive occupancy variance. Blocking also increases strictly, as is evident on dividing the Erlang denominator by its final term.
Use . Let be the unique offered load with , and set , with . This function is strictly increasing and tends to . DefineEach exponential term is a convex function, and each integral is a strictly convex function because its derivative is strictly increasing. Therefore is a strictly convex function. It is also a coercive function on the nonnegative orthant: an unbounded coordinate makes its integral grow asymptotically linearly with positive slope . A unique minimizer exists.
If resource carries some positive offered route, its inward derivative at is negative, so its minimizing coordinate is positive. At such a coordinate the first-order equation isDividing by gives precisely . A resource with no positive offered route uniquely has , hence . Thus the minimizer and the fixed point coincide, proving existence and uniqueness of the Erlang fixed point for fixed unit-resource routing. This does not by itself guarantee convergence of every simultaneous substitution algorithm; the uniqueness claim concerns the solution of the equations.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 213 1 ii Solution Created 2026-10-03 Updated 2026-10-05
First consider unit requirements, . The Erlang loss formula for a resource with capacity and offered traffic isThe Erlang fixed point approximation assumes that resources block independently and that the traffic retained after screening at other resources can be treated as a Poisson process. If is the approximate blocking probability and , the reduced-load approximation givesThe link whose load is being calculated is excluded from the screening product. Otherwise one would confuse its offered load with its carried load.
For existence, these equations define a continuous map from into itself. The Brouwer fixed-point theorem gives a fixed point. Assume ; a zero-capacity resource forces rejection of every call needing it and can be removed together with those call types.
For uniqueness, let have probabilities proportional to , , and write . Direct differentiation givesThese identities hold for , and . Also increases from zero to one and increases from zero to .
Put . Define by , and define . This is a continuous, strictly increasing function on , starting at zero and tending to . Multiplying each Erlang fixed point approximation load equation by transforms it intoThese are exactly the zero-gradient conditions ofEach integral is a strictly convex function; the exponential terms are convex functions. Thus is a strictly convex function. It is also a coercive function, since , so it has a unique minimizer. At , its partial derivative is negative if some positive-traffic route uses , so that coordinate of the minimizer is positive. If no route uses , the unique minimizing coordinate is zero. The minimizer therefore satisfies the equations in every coordinate. Conversely any fixed point has , finite , and these zero-gradient equations, so must equal that unique minimizer. Hence the Erlang fixed point approximation exists and is unique for fixed routing.
For integer requirements, the common generalized Erlang fixed point approximation usesMultiplication by gives the same equations for , so the existence and uniqueness argument also covers this generalized approximation. It remains an approximation, rather than the exact blocking law for a call requesting several units.