For a network with link-route incidence matrix , a per-flow rate vector is feasible when and for every resource. A proportionally fair allocation has strictly positive rates on active routes and satisfies
for every feasible competing allocation . Equivalently it maximizes the weighted logarithmic utility subject to the capacity constraints. The equivalence follows from the first-order condition for this concave objective; strict concavity gives uniqueness on active routes. Rates on absent routes have no operational effect and may be set to zero.
Use labels for the routes , and put , , , , . The two-resource linear flow network has constraints
When and , write for aggregate through service. Every active local route uses the remainder of its resource, since increasing its rate increases utility. Up to additive constants, the objective becomes . Its derivative is , so its unique maximum is . This argument remains valid if only one local route is active: the unused local resource adds only the constraint . The resulting proportionally fair allocation on a two-resource linear network is
If , each active local route receives its resource equally, or , as the same formulas prescribe. If , only the through route is active and . At all rates may be set to zero. In particular no displayed expression is applied to an absent route with a zero denominator.
For independent Poisson processes of flow arrivals and independent exponential document sizes of parameters , the memoryless property makes a continuous-time Markov chain. Each active flow completes with instantaneous rate , so the flow-level network model has transitions
Thus for the aggregate service rates are
They vanish at the empty state. The total transition rate is bounded by , so the process is nonexplosive.
Put and define the balance function of a flow-level network
The elementary binomial coefficient ratios are
Hence whenever that departure is possible. Weights satisfy detailed balance for a continuous-time Markov chain, since
When summable they therefore give the stationary law of a two-resource linear flow network,
It remains to determine exactly when these weights normalize. First, summing only the terms requires . For such , the negative binomial series, or the supplied identity with parameter , gives
All weights are nonnegative, so the Tonelli theorem permits this order of summation. The normalizing sum is then
The two geometric series converge precisely under the stability conditions for a two-resource linear flow network, and evaluating them yields
These are exactly the strict offered-load constraints on the two unit-capacity resources; equality already makes a geometric sum diverge. For positive arrival rates the chain is irreducible, so the normalized law is its unique stationary probability and the chain is positive recurrent. Nonnegative arrival rates are also allowed with in the weights: a zero-arrival route is absent in the closed stationary class, and the same normalization conditions and formula remain valid there.
A feasible per-flow allocation satisfies for each active route and . It has proportional fairness if every feasible competitor obeys
By the first-order inequality for the strictly concave logarithm, this is equivalent to maximizing weighted logarithmic utility over the feasible allocations. Inactive-route rates are immaterial; set them to zero as a convention.
Write , , , and . The capacity constraints are and . For , put . Each active local route uses its remaining capacity . Omitting constants, the utility is
Its maximum has ; when , the maximum is the endpoint . Hence for active routes
These formulas also give and when . When there is no allocated service. Equivalently, the aggregate route rates for are
This is the proportionally fair allocation on a two-resource linear network for a two-resource linear flow network.
For independent Poisson processes of documents and independent document sizes with exponential distribution of rate , the memorylessness of the exponential distribution makes the population a continuous-time Markov chain. Its transition intensities are
The departure intensity sums the independent completion hazards . There is no departure on an inactive route. Set , with .
To prove the proposed stationary distribution, define the balance function of a flow-level network
For an active local route, , while for the through route this ratio is . Thus . The weights
satisfy detailed balance on every arrival-departure pair:
Each total jump rate is bounded by , so the chain is a nonexplosive Markov chain; normalized detailed-balance weights therefore give its stationary distribution, the stationary law of a two-resource linear flow network.
Use the negative binomial series to sum first over :
The remaining two geometric series give
All summands are nonnegative. Consequently the sum is finite exactly under the stability conditions for a two-resource linear flow network
These say that the offered load on each unit-capacity resource is strictly below one. Equality is insufficient: at least one geometric series then diverges. If all arrival rates are positive, the chain is irreducible and the normalizable law is its unique equilibrium law.
Finally put , . Summing over yields
Thus the two local-route counts are independent, each with geometric distribution on the nonnegative integers. The conditional through-route count has negative binomial distribution
For positive traffic rates this depends on the local counts, so all three route counts are not independent. More quantitatively, , and likewise for . If zero arrival rates are allowed, the exceptional independent cases are , or , when the relevant counts are deterministic zero. This distinction is local-count independence with through-flow dependence.
Two-resource linear flow network Created 2026-10-06 Updated 2026-10-07
A two-resource linear flow network has one local route on each of two resources and one through route using both. With unit capacities and proportional fairness, its exponential-document flow-level network model has the stationary law of a two-resource linear flow network. The local counts are independent in equilibrium despite their dependence on the shared through-route count.