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Chapter 4

FUNDAMENTAL TRAFFIC
THEORY MODELS

Some basic theory will now be presented. The ideas behind the arguments are classical in
the sense that they recur frequently in traffic engineering practice. We begin our study by
investigating ways in which these concepts can be applied in formulating mathematical
models of some full availability, direct access systems. At the conclusion of this and
subsequent chapters, we shall extend our analyses to more complex limited availability
models.
Consider a group of circuits, each of which performs an identical function. This group
of circuits may be finite or infinite in size, according to the assumptions relating to the
system. The condition or state of the group may be specified by giving the number of
circuits which are busy at any given point in time. The possible states may be given in
a diagram:


0 1 2 3 4


Figure 4.1: Probability States

When a call is established or terminated, the state of a group changes; these changes are
called transitions and they can also be represented diagramatically:
The dynamic behaviour of the system, i.e. the way in which the transitions take place, is
described by means of transition coefficients. When a transition takes place from state i
to state (i + 1) this is described by a coefficient bi , frequently called a birth coefficient,
these coefficients must be an accurate reflection of the pattern of arrivals. Similarly, a
transition from state i to (i − 1) resulting from the termination of a call is described by
a coefficient di , referred to as a death coefficient, which must be an accurate reflection of
the pattern of holding times. We may illustrate these two coefficients on our diagram.

65
66 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

Arrivals -

- - - - -
0  1  2  3  4 

 Departures

Figure 4.2: Permissible Transitions

This pictorial representation of a system is generally referred to as a state transition rate


diagram.

 b0  b1  b2  b3
- - - -
0  1  2  3 

d1 d2 d3 d4

Figure 4.3: State Transition Rate Diagram

Once the type of the system, the call interarrival pattern, the call holding time pattern,
and the number of circuits are known, basic state probabilities can be deduced for the
system using the birth and death coefficients. From these state probabilities we may
derive many fundamental traffic handling characteristics of a telecommunications system;
e.g. moments of traffic carried and traffic overflowing, probabilities of loss and delay.
Let us now define the transition coefficients more formally, by considering the system in
state i at the start of a short time interval of length dt.
Then, the probability of a transition from state i to (i + 1) during the time interval dt is
given by
P (i → (i + 1) during dt) = bi dt + o(dt) (4.1)

where o(dt) is a quantity which approaches zero faster than dt. In mathematical terms

lim o(dt)
=0 (4.2)
dt → 0 dt

Thus the o(dt) term vanishes in the limit as the length of the interval dt tends to zero.
Since a transition from i to (i + 1) is caused by the establishment of a call, the birth
coefficients describe the pattern of arrivals as noted previously. Similarly, if state i is
non-zero,
P (i → (i − 1) during dt) = di dt + o(dt) (4.3)

i.e. the coefficient di describes the pattern of holding times.


4.1. THE MODELLING PROCESS 67

4.1 The Modelling Process

4.1.1 Equations of State

If we choose the interval dt sufficiently short, we can ensure that there is never more than
one event during dt. This means we only need to consider transitions between adjacent
states. Formally,
P (More than one transition during dt) = o(dt)

State at State at Transition P (Transition in dt| state at t)


time t (t + dt)
i i No arrivals or departures (1 − bi dt + o(dt))(1 − di dt + o(dt))
= 1 − bi dt − di dt + o(dt)
i−1 i One arrival; no departure (bi−1 dt + o(dt))(1 − di−1 dt + o(dt))
= bi−1 dt + o(dt)
i+1 i One departure; no arrival (1 − bi+1 dt + o(dt))(di+1 dt + o(dt))
= di+1 dt + o(dt)
Other i More than one event o(dt)

Table 4.1: List of Transitions in Time dt

Table 4.1 lists the possible ways in which the system can end up in state i at time (t + dt).
This is a complete list of possibilities and, since they may be seen to be mutually exclusive,
we can apply the Addition Theorem in its simplest form:
P (i, t+dt) = P (i, t)(1−bi dt−di dt)+P (i−1, t)bi−1 dt+P (i+1, t)di+1 dt+o(dt) (for i = 1, 2, . . .)
(4.4)
For the special case when i = 0 we have
P (0, t + dt) = P (0, t)(1 − b0 dt) + P (1, t)d1 dt + o(dt) (4.5)

Note that in both the equations given above, all the small order terms have been collected
together into the final o(dt) term. Transposing the P (i, t) terms to the left hand side of
the equations and dividing by dt, we obtain
P (i, t + dt) − P (i, t) o(dt)
= −(bi +di )P (i, t)+bi−1 P (i−1, t)+di+1,t P (i+1, t)+ (for i = 1, 2, . . .)
dt dt
(4.6)

P (0, t + dt) − P (0, t) o(dt)


= −(b0 + di )P (0, t) + d1 P (1, t) + (for i = 0) (4.7)
dt dt

Letting dt approach zero we have the following differential equations


dP (i, t)
= −(bi + di )P (i, t) + bi−1 P (i − 1, t) + di+1 P (i + 1, t) (for i = 1, 2, . . .) (4.8)
dt
68 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

dP (i, t)
= −b0 P (0, t) + d1 P (1, t) (for i = 0) (4.9)
dt
These differential equations are called the equations of state for the system (sometimes
called Birth and Death equations since similar expressions are obtained in the study of
population sizes).

4.1.2 Statistical Equilibrium

In most traffic engineering situations of practical importance, conditions are stable in


a dynamic sense, i.e. calls originate and terminate, and the number of calls in progress
varies from instant to instant, but the average rate of arrivals, the average duration of
calls and the average number of calls in progress (taken over a sufficiently long time
interval to mask instantaneous variations) remain constant. This is normally the case in
the busy period of the day during which traffic condition tend to stabilise. These practical
conditions have their theoretical counterpart in the assumption of statistical equilibrium.
A system is said to be in statistical equilibrium if its state probabilities do not vary with
time, i.e. in mathematical terms
dP (i, t)
=0 (for all i) (4.10)
dt

When this is the case, the theory is greatly simplified, and in particular it will be seen
that the differential equations of state reduce to simple algebraic equations which we shall
call equilibrium equations.
Consider the equilibrium equations for the system discussed in section 4.1.1. They can
be written as
b0 P (0) = d1 P (1)
(b1 + d1 )P (1) = b0 P (0) + d2 P (2)
............. ........... (4.11)
(bi + di )P (i) = bi−1 P (i − 1) + di+1 P (i + 1)
............. ...........

Note that the equations no longer contain t in the probability terms as these probabilities
are independent of time. Careful inspection of the equations will reveal that the equation
for a state is obtained by noting that in equilibrium, the sum of all influences tending to
bring the system into the state must balance the sum of all influences tending to take the
system out of the state.
By a process of substitution, these equations can be reduced even further. Substitution
of the first into the second gives,

b1 P (1) = d2 P (2)

Substituting this result in turn into the third equation

b2 P (2) = d3 P (3)
4.2. PURE CHANCE TRAFFIC 69

In general we have
bi−1 P (i − 1) = di P (i) (4.12)

The above result is of fundamental importance, as we shall see in the following sections.
Furthermore, we may express P (i) in terms of the transition coefficients and the proba-
bility P (0) by back-substitution; i.e.
bi−1 bi−1 bi−2
P (i) = di P (i − 1) = di di−1 P (i − 2) = . . .

bi−1 bi−2 ...b0


= di di−1 ...d1 P (0)

In mathematical shorthand terms we have


Qi−1
j=0 bj
P (i) = Qi P (0) (i = 1, 2, . . .) (4.13)
j=1 dj

In order to solve for the probabilities P (i) we make use of the fact that the sum of the
probabilities is equal to unity, i.e.

X
P (i) = 1 (4.14)
i=0

Thus, if we know the birth and death coefficients then we can solve the set of probabil-
ity state equations using the above two results. We shall now investigate a number of
important special cases.

4.2 Pure Chance Traffic


Consider an idealised situation in which an unlimited number of circuits is available for
conversation so that no call that is offered is ever rejected due to a shortage of channels.
Further, suppose that calls arrive “at random” with mean arrival rate λ. Finally, we
assume that call holding times are exponentially distributed with mean h = 1/µ.
We can insert the transition coefficients on a state diagram as follows

 λ - λ - λ 
-
λ
-
0  1  2  3  ...

µ 2µ 3µ 4µ

Figure 4.4: State Transition Diagram for Random Traffic

The birth coefficients (upwards transitions) are all “λ” since we have shown (in Chapter
3) that the probability of a call arriving during time dt is λdt + o(dt) quite irrespective
of how many calls are already in progress.
70 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

The death coefficients are obtained by noting that during dt, the probability that any
single conversation in progress will end is µdt + o(dt) (see Chapter 3). Thus if there are
i calls in progress the probability that any one of them will terminate during dt (but not
the others) is  
i
(µdt + o(dt))(1 − µdt + o(dt))i−1 = iµdt + o(dt) (4.15)
1

Having found the transition coefficients we can use equation (4.13) to express P (i) in
terms of P (0) viz:
i
λλ...λ
P (i) = iµ(i−1)µ...µ P (0) = µλi i! P (0)
(4.16)
Ai
= i! P (0)

λ
where we define A = µ = λh.
P (0) is now found by using the normalising condition (i.e. the sum of the probability P (i)
is unity).
X∞
Ai
1 = P (0) = P (0)eA
i=0
i!

Solving for P(0) we have


P (0) = eA (4.17)

thus
Ai −A
P (i) = e (4.18)
i!
Thus, the distribution of the number of simultaneous calls is Poisson, and its mean and
variance are both equal to A. Traffic following this distribution is called Pure Chance
Traffic or Random Traffic and this concept forms the basis of much theory and practice.
In the ideal case considered here, the quantity A is the average traffic carried by the
infinitely large group of circuits. In reality, the finite sizes of a circuit group and restric-
tions of access (grading, internal congestion, etc) prevent some calls from maturing; the
concept remains however, of the traffic that would be carried if all these restrictions did
not exist (i.e. A = traffic offered).

4.3 Erlang’s Loss Formula


As we have noted in the previous section, the finite size of a group of circuits will prevent
some calls from maturing and thus from a practical point of view we require modified
models to take this finiteness (and other factors) into account. Many mathematical models
have been derived which link the number of circuits n and the average traffic A with the
probability that an arriving call will be unable to reach a free circuit. One such model
was derived by A.K. Erlang (Copenhagen Telephone Co.) and is extensively used to
compute the grade of service in full availability systems. Let us now summarize the main
assumptions of his model:
4.3. ERLANG’S LOSS FORMULA 71

(a) Calls arrive at random, and if all circuits are busy then they are rejected and
do not return. (i.e. Subscribers abandon the call and do not make repeated
attempts).
(b) The probability of a call arriving is independent of the number of calls already
in progress.
(c) Conditions of statistical equilibrium have been reached.
(d) There is effectively an infinite number of subscribers available to generate a
call.
(e) Any free circuit may be seized by an arriving call (full availability).
(f) Holding times are Exponentially distributed.

In many cases these assumptions are good approximations to reality. However, assumption
(a) is often disputed, since a subscriber who encounters congestion tends to make a repeat
attempt fairly soon after the first failure; also, assumption (e) is not satisfied in many
switching situations and we shall investigate the relaxation of this assumption in Section
4.6.
The state diagram for this system is the same as for the pure chance traffic case except
that it is truncated at n.

 λ  λ  λ λ 
- - - -
0  1  2  ... 
n
 
µ 2µ 3µ nµ

Figure 4.5: State Transition Diagram for Truncated Poisson Distribution

The equilibrium equations are the same as before up to state (n − 1) and thus
Ai
P (i) = P (0) for i = 0, . . . , n (4.19)
i!

Once again P (0) is found using the normalising condition viz:


n
X
P (i) = 1
i=−0

Thus
n
X Ai
1 = P (0)
i=0
i!

therefore
1
P (0) = Pn Ai
(4.20)
i=0 i!
72 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

Hence,
Aj
j!
P (j) = P n Ai for j = 0, 1, . . . , n (4.21)
i=0 i!

It will be observed that the distribution of the number of calls in progress is a truncated
Poisson distribution. The quantity of interest to traffic engineers is P (n), the probability
that all circuits are busy, since during this proportion of the time calls are rejected and lost.
This probability is usually denoted by En (A) and is known as Erlang’s Loss Formula. (In
some texts it is also represented by E1,n (A) and referred to as Erlang’s “First” Formula).
An
En (A) = Pnn! Ai
(4.22)
i=0 i!

It should be noted that the probability En (A) depends on A, and not on the individual
values of the arrival rate λ or the service rate µ.
Furthermore, En (A) represents the proportion of time that all circuits are busy, and is
therefore called the time congestion. This is to distinguish it from call congestion which is
defined as the proportion of calls rejected due to congestion. When arrivals are random,
as in this case, calls are arriving at the same rate irrespective of whether congestion exists
or not, so that the time and call congestion are the same. This is not so in general for
other arrival patterns, and it is sometimes necessary to distinguish between them. In
most cases the practical consequences of the difference are slight.
We shall see in later chapters that the Erlang Loss Formula is of fundamental importance
in many different traffic engineering contexts. For this reason a fast and efficient algorithm
for computing this formula is necessary, and we shall now consider one such algorithm
which is based on a recursive relationship linking the probabilities of loss for i and (i − 1)
circuits offered pure chance traffic with mean A.
Consider Pi−1
Ai Aj
Ei (A) i! j!
Ei−1 (A) = Ai−1
P
j=0
i Aj
For i = 1, 2, . . . , n
(i−1)! j=0 j!

 
Ai
A
= i 1 − Pi i!
Aj
j=0 j!

A
= i (1 − Ei (A))

rearranging we have
A A
Ei (A)(1 + i Ei−1 (A)) = i Ei−1 (A)
(4.23)
AEi−1 (A)
or Ei (A) = i+AEi−1 (A) (i = 1, 2, . . . , n)

When i = 0 we clearly have the probability of loss as unity, thus the recursive algorithm
may be summarised as follows

E0 (A) = 1 (i = 0)
4.3. ERLANG’S LOSS FORMULA 73

AEi−1 (A)
Ei (A) = (i = 1, 2, . . . , n) (4.24)
i + AEi−1 (A)

In the above analysis it was assumed that the offered traffic and the number of circuits were
given as parameters from which we could derive the probability of loss (grade of service)
experienced by this traffic. Frequently however, we need to reverse this procedure in order
to determine the number of circuits which will handle this offered traffic at a prescribed
grade of service. Tables of values have been constructed which give the offered traffic at
a given number of circuits will handle at a specified grade of service. These tables are
commonly referred to as “traffic capacity tables”. A sample table is given below:

Circuits Capacity Capacity


n B = 0.05 B = 0.10
1 0.05 0.11
2 0.38 0.60
3 0.90 1.27
4 1.52 2.05
5 2.22 2.88

6 2.96 3.76
7 3.74 4.67
8 4.54 5.60
9 5.37 6.55
10 6.22 7.51

Note that as the grade of service B becomes worse, the capacity of the system increases
for a fixed number of circuits n.
An important property which follows the Poisson distribution is that its mean and vari-
ance are equal, i.e. the variance to mean ratio is equal to unity. Traffic can be categorised
as “random”, “smoother than pure chance”; or “rougher (peakier) than pure chance”.
These terms can be quantified by considering their variance to mean ratios as indicated
on the following diagram:

Pure Chance

Smoother than Pure Chance Rougher than Pure Chance


? -
0.0 1.0 V/M Ratio

Figure 4.6: Traffic Categories

In the next two sections, mathematical models involving smoother and peakier than pure
chance traffic will be described in more detail.
74 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

4.4 Engset Distribution


In situations where the number of subscribers originating calls is relatively small (less
than about 200), the pattern of arrivals departs noticeably from random. This is due to
the fact that a subscriber already engaged in conversation cannot originate calls, so that
as the number of busy subscribers increases the arrival rate decreases. Situations where
this effect needs to be taken into account include, for example,

(a) PABX’s.

(b) Subscriber stages in public exchanges where subs lines are arranged in small
groups.

(c) Small rural exchanges.

Consider the following situation. S subscribers (traffic sources) are served by n circuits.
The arrivals occur at random with average rate bi = λ(S−i), where i is the number of busy
sources and λ is a constant, i.e. calls are being generated at a rate which is proportional
to the number of free sources. Holding times follow a Negative Exponential distribution
with mean h = 1/µ. Once again we shall assume that full availability conditions apply
and lost calls are cleared. The state diagram for the system is:

Sλ  (S − 1)λ (S − 2)λ- 


- - - n
0  1  2 ... or
  S
   
µ 2µ 3µ

Figure 4.7: State Transition Diagram for Engset Distribution

Note that the diagram terminates on the right with state n or s depending on whichever
is smaller. Once again we can write down P (i) in terms of P (0) using our previous results,
viz:
   
S λ i S i
P (i) = P (0) ( ) = P (0) α (i = 0, . . . , min (n, S)) (4.25)
i µ i

λ
where α = µ.

From the normalising condition we can solve for P (0) and obtain the general formula for
P (i) as
S
 i
i α
P (i) = Pmin(n,S) S
 (i = 0, 1, . . . , min (n, S)) (4.26)
α j
j=0 j

If we make substitution
p
α= (4.27)
1−p
4.4. ENGSET DISTRIBUTION 75

and then multiply the numerator and denominator by (1 − p)S we obtain the following
formula

S i S−i
i p (1 − p)
P (i) = Pmin(n,S) 
S j
i = 0, 1, . . . , min (n, S) (4.28)
p (1 − p) S−j
j=0 j

Expressing p in terms of α we have


α
p= (4.29)
1+α

Now if S = 1 source then p = P (1), i.e. p is the probability that a source would be busy
(provided that sources behaved independently).
Note also that if the number of sources was less than or equal to the number of circuits,
the denominator would sum to unity in the expression for P (i) derived above, and thus
the probabilities would simply become the Binomial Distribution probabilities discussed
earlier in Chapter 3. For the case where the number of circuits is strictly less than the
number of traffic generating sources, the probabilities take the form of the Truncated
Binomial Distribution. All circuits are busy with probability P (n), and this is the time
congestion.
The call congestion in this case is not the same as the time congestion since the arrival
rate depends on the state of the system. To find the call congestion (B) we note that
the arrival rate is proportional to the number of free sources, and that congestion occurs
only when n sources are busy. Thus the proportion of calls which are rejected because n
circuits are busy is thus

α(S − n)P (n) (S − n)P (n)


B= Pmin(n,S) = Pmin(n,S−1) (4.30)
α j=0 (S − j)P (j) j=0 (S − j)P (j)

since the last term in the sum of the denominator vanishes. Expanding the above formula
gives
(S−n)(S )pn (1−p)S−n
B = Pmin(n,S−1) n
(S−j)(S j )p (1−p)
j S−j
j=0

(S−1 n
n )p (1−p)
S−n−1
S(1−p)
= Pmin(n,S−1) S−1
j=0
( j )pj (1−p)S−j−1 S(1−p)
(4.31)
(S−1 n
n )p (1−p)
S−1−n
= Pmin(n,S−1) S−1
j=0
( j )pj (1−p)S−1−j

= P (n; for S − 1 sources)

The above formula for the call congestion is called the Engset Loss Formula. This the
call congestion when there are S sources is equal to the time congestion under similar
conditions when there are S − 1 sources.
76 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

We have seen in Chapter 3 that the carried traffic Y , the congestion B, and the offered
traffic A are related by the equation

Y = A(1 − B)

The offered traffic A depends on the system in this case and is equal to
Pn
A = j=0 α(S − j)P (j)
Pn
= αS − α j=0 jP (j) = α(S − Y )

= α(S − A(1 − B))

Solving for α we obtain


A
α= (4.32)
S − A(1 − B)

Thus it can be seen that α = µλ is the offered traffic per free source. Note that α is itself
a function of the congestion B in this expression. This means that B and α must be
determined iteratively for a given offered traffic load A and number of circuits n.
In order to facilitate the speedy calculation of B for given values of S, n and α we may
derive a recurrence formula in a similar manner to that given for the Erlang Loss formula
in the previous section, viz:
Pi−1 S−1 j
Bi (S−1
i )α
i
( j )α
Bi−1 = S−1 i−1 Pj=0 i (i = 1, 2, . . . , n)
( i−1 )α
j=0
(S−1
j )α
j

 S−1

α(S−1) ( αi
)
= i 1 − Pi i
S−1
j=0
( k ) aj

α(s−1)
= i (1 − Bi )

Solving for Bi we obtain

α(S − 1)Bi−1
Bi = i = 1, 2, . . . , n (4.33)
i + α(S − 1)Bi−1

and clearly
B0 = 1

Note that the recurrence formulae for the Erlang and Engset Loss formulae are very
similar - for the Erlang Loss formula, the quantity α(S − i) in the Engset formula is
replaced by the offered traffic A.
4.5. NEGATIVE BINOMIAL DISTRIBUTION 77

4.5 Negative Binomial Distribution


In networks employing alternative routing, traffic parcels which are pure chance are first
offered to direct routes, and the overflows are then offered to the alternative routes. Thus
the direct routes take the base load and the peaks are clipped off and offered to the
alternative route. The nature of the overflow traffic is such that the larger the number
of overflow calls present, the more likely is another call to overflow during a short time
interval dt; it is therefore characterised by birth coefficients which increase with i, the
number of busy circuits. The simples model which can approximate this overflow situation
has the following birth coefficient;

bi = λ(S + i) where λ, S are constants.

Once again we assume full availability conditions and Exponential holding times with
mean h = 1/µ.

Sλ  (S + 1)λ  (S + 2)λ (S + n − - 


1)λ
- - -
0  1  2  ...  n
   nµ 
µ 2µ 3µ

Figure 4.8: State Transition Diagram for Truncated Negative Binomial Distribution

Substitution of the birth and death coefficients into our standard formula gives P (i) in
terms of P (0):
P (i) = ( µλ )i (S+i−1)...(S+1)S P (0)
S+i−1
 i i!
= i α P (0)

where α = λ/µ. Using the normalising condition we obtain


S+i−1
 i
i α
P (i) = Pn S+j−1
 (4.34)
j=0 j αj

when n is the number of circuits. In this finite system the above set of probabilities is
known as the Truncated Negative Binomial Distribution. The time congestion is given
by  n
S+n−1
n α
E = P (n) = Pn S+j−1
 (4.35)
j=0 j αj

and the call congestion is obtained in a similar fashion to the method used in the previous
section. Consider
α(S + n)P (n)
B = Pn
j=0 α(S + j)P (j)
78 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

S+n−1

α(S + n) n αn
= Pn 
j=0 α(S + j) S+j−1
j αj
 n    
αS S+n
n α S+i−1 S+i
= Pn j
(Since (S + i) =S )
j=0 αSα i i

Therefore 
S+n
αn
B= Pn n S+j  j (4.36)
j=0 j α

As for the Engset Loss Formula, it is a straightforward matter to deduce a recurrence


relationship for the loss probability. The details are left to the interested reader, and can
be summarised as follows
B0 =1 (i = 0)
(4.37)
α(S+i)Bi−1
Bi = i+α(S+i)Bi−1 (i = 1, 2, . . . , n)

Note the similarity between this result and the recurrence formula for the Engset loss
formula. Clearly, α(S − i) has been replaced by α(S + i). The traffic offered is given by
n
X
A= α(S + j)P (j) = αS + αY (4.38)
j=0

where Y is the carried traffic. From this result we deduce that


A
α= (4.39)
S + A(1 − B)

Thus for given offered traffic A, and number of circuits n, we must compute the call
congestion B and the value of α iteratively.
For the case of the Engset Formula considered in the previous section we found that
when the number of circuits exceeded the number of sources the occupancy distribution
followed the Binomial Distribution. Let us investigate the effect of providing an infinite
number of circuits in the present system. Then it can be shown that
X∞  
S+j−1 j
α = (1 − α)−S (provided α < 1) (4.40)
j=0
j

Hence  
S+i−1 i
P (i) = α (1 − α)S (4.41)
i

This is the Negative Binomial Distribution and it has



mean =
1−α
4.6. LIMITED AVAILABILITY 79


variance = (4.42)
(1 − α)2

Now if α < 1 the variance to mean ratio is greater than unity viz:

Variance 1
= >1 (4.43)
Mean 1−α

which we have noted is a characteristic of rougher than pure chance traffic. Although
the Negative Binomial Model satisfies this property it is generally not regarded as a
good approximation to overflow traffic and therefore it is seldom used for modelling this
process. In later sections of the course we shall consider alternative models which allow
us to investigate the properties of overflow traffic more accurately.

4.6 Limited Availability


So far we have been dealing with full availability systems - and arriving call can seize
any free circuit on the desired route. In most switching systems it is not economically
practicable to provide full availability access to traffic routes above a certain size. So let
us now investigate the effects that limited availability will have upon the probabilities of
occupying circuits in a general loss system for the various arrival patterns which we have
considered in earlier sections. The access mode in this general system can be anything:
direct access, link access, graded, or even full availability.
We allow for the possibility that an offered call may not be accepted by defining a set of
conditional probabilities β(i).

β(i) = The probability that an offered call is rejected, given that i out of the n circuits
are occupied (i = 0, 1, . . . , n)

These probabilities are known as loss factors. Clearly β(n) = 1 (this is the route con-
gestion). For a direct access, full availability system, β(i) = 0 for i < n but for other
arrangements we clearly have 0 ≤ β(i) ≤ 1.
Taking loss factors into account, the state transition diagram for a general system can be
represented as shown in Figure 4.9.

b0 (1 − β(0)) 
b1 (1 − β(1)) b2 (1 − β(2))
- - -
0  1  2  ...
  
d1 d2 d3

Figure 4.9: State Transition Diagram for Limited Availability Models


80 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

By applying the principles discussed in Section 4.1 we can deduce the probability P (i)
that i circuits are occupied, in terms of the probability P (0) as
Qi−1
j=0 (1 − β(j))bj
P (i) = Qi P (0) (i = 1, . . . , n) (4.44)
j=1 dj

Once again we use the normalising condition to obtain P (0), and substituting for P (0)
this gives, for i = 1, . . . , n
Qi−1
(1−β(j))bj
Qi
j−0
dj
j=1
P (i) = Q k−1 (4.45)
Pn (1−β(j))bj
1+ k=1
Qk
j=0
dj
j=1

We may solve for the state probabilities once we have specified the birth and death
coefficients, and the values of the loss factors β(i). The β’s take account of all trunking
features between the offered traffic and the outgoing circuits. We shall see in Chapter 5
and 6 that the calculation of loss factors involves the use of combinatorial analysis, but
it has also been found that the following approximation can be used with good accuracy
for a wide variety of systems:

β(i) = pn−i where p is a parameter which depends on the trunking arrangement;


n is the number of trunks.

These loss factors for i = 0, 1, . . . , n form a geometric sequence and so this mathematical
model is usually referred to as the Geometric Group Model. Note that if we set p = 0 we
obtain the full availability model as a special case.
We conclude this section by considering the traffic models discussed earlier for the general
case of limited availability.

(i) Pure Chance Offered Traffic (Random arrivals and Negative Exponentially
distributed holding times).
Let λ = the mean arrival rate
h = 1/µ = the mean call holding time, and
A = λ/µ = the mean offered traffic
Then
 Pn Ql−1 
Al
P (0) = 1 + l=1 l! j=0 (1 − β(j)) (i = 0)
(4.46)
i Qi−1
P (i) = P (0) Ai! j=0 (1 − β(j)) (i = 1, . . . , n)

Note the following recursive relationship between probabilities P (i) and P (i −


1)
A
P (i) = (1 − β(i − 1))P (i − 1) (4.47)
i
4.7. EQUIVALENT RANDOM METHOD 81

(ii) Binomially Distributed Offered Traffic (Random arrivals from a finite


number of sources, and Negative Exponentially distributed holding times).
Let bi = λ(S − i) be the birth coefficient, where λ is a constant and S is the
number of sources.
α = λ/µ is the offered traffic per free source.
Then
 Pn  l Ql−1 −1
S
P (0) = 1 + l=1 l a j=0 (1 − β(j)) (i = 0)

S
 Qi−1
and P (i) = P (0)αi i j=0 (1 − β(j)) (i = 1, . . . , n)
(4.48)
Note also the following recursive relationship between P (i) and P (i − 1)
α
P (i) = (S − i + 1)(1 − β(i − 1))P (i − 1) (4.49)
i
(iii) Negative Binomially Distributed Offered Traffic (Negative Binomial
birth coefficient, Negative Exponentially holding times).
Letting bi = λ(S + i) be the birth coefficient as before, then
 Pn  l Ql−1 −1
P (0) = 1 + l=1 S+l l a j=0 (1 − β(j)) (i = 0)

S+l
 Qi−1
and P (i) = P (0)αi i j=0 (1 − β(j)) (i = 1, . . . , n)
(4.50)
Finally, we note the recurrence relationship between P (i) and P (i − 1) as
α
P (i) = P (i − 1) (S + 1)(1 − β(i − 1)) (4.51)
i

4.7 Equivalent Random Method


The model to be described in this section has gained a very wide application in traffic
engineering theory and practice. It was proposed by R.I. Wilkinson in the Bell System
Technical Journal in March 1956, and since that time it has been applied to many different
systems which are offered non-pure chance traffic. The model was originally used to
analyse overflow traffic which was rougher than pure chance, but we shall see that the
model can be easily extended to include limited source traffic (smoother than pure chance)
as well.

4.7.1 Wilkinson’s Model

Let us begin by considering a group of n circuits which are offered pure chance traffic A
under full availability conditions.
Further suppose that any calls which arrive when all trunks are busy, overflow to a second
full availability route of unlimited size.
82 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

n trunks Overflow Unlimited Overflow


Q
Q f f f f f f Q
Q f f f
A "
" "
" ...
Traffic Route
We wish to know the characteristics of the overflow traffic in this situation. In particular
this means that we require knowledge of the mean and variance of the distribution of
simultaneous calls on the unlimited overflow route. The mean is easily found from the
Erlang Loss Formula, but a more detailed analysis is required to find the variance.
The state of the system consisting of the n circuits and the overflow group may be denoted
by (i, j) where i is the number of calls on the finite group and j is the number on the
overflow group. Clearly i may assume any value from 0 to n, and j takes on values,
0, 1, 2, . . .. the possible states of the system and the transitions between them may be
illustrated on a two-dimensional state diagram (Figure 4.10). You will see that j increases
due to a call arrival only when i = n (as the system is full availability). The transition
coefficients shown in the figure are based upon the average holding time being taken as
the unit of time i.e. h = 1/µ = 1 and λ = A in terms of our previous definitions.
The equilibrium equation can now be written down from the state transition rate diagram
using the figures in the inserts. For the internal states of the diagram we obtain:
(A + i + j)P (i, j) = AP (i − 1, j) + (i + 1)P (i + 1, j) + (j + 1)P (i, j + 1)(for i < n) (4.52)
while for the edge of the diagram we obtain the boundary equations:
(A+n+j)P (n, j) = AP (n, j−1)+AP (n−1, j)+(j+1)P (n, j+1)(for i < n)and j = 0, 1, . . .
(4.53)
Note that when an argument of a probability P (. . .) falls outside the allowable range,
the probability is defined as zero; this should be remembered when considering these
equations if i = 0 or j = 0.
Clearly we now have an infinite system of equations. The solution of these equations
was presented as an appendix to Wilkinson’s article referred to above; the appendix was
prepared by J. Riordan. They used generating functions, which were rather more complex
than those considered in Chapter 3, but nevertheless the principles remain the same and
Riordan was able to deduce the mean and variance of the overflow traffic. Subsequent
work by a number of authors (See [Sch76]) has shown that there is a more direct approach
which bypasses the mathematical complexities involved in the use of generating functions.
The direct method which we shall now describe follows work published by Herzog ([Her66])
and Schehrer ([Sch76]).
In section 3.8 we introduced the concept of factorial moments for a probability distribution
with a single argument. For the purposes of this analysis however, we must define these
moments for the distribution with two arguments i and j. Let
X∞ X n  
j
Fr (j) = r!P (i, j) (4.54)
j=r i=0
r

where Fr (j) is the r-th factorial moment with respect to the second argument (j) of the
distribution, and n is the number of circuits in the finite group. P (i, j) is the probability
4.7. EQUIVALENT RANDOM METHOD 83

4 4 4 6
A 4
?  ?  ? A A  ?
A - A - - -
0,3 1,3 2,3 ... n,3
   
 1  2  3 n 
6 3
3 3 3 A
 ?  ?  ? A A  ?
A - A - - -
0,2 1,2 2,2 ... n,2
   
 1  2 3 n 
6
2 2 2 A 2
 ? A  ? A  ? A A  ?
- - - -
0,1  1,1 2,1 ... n,1
  
 1  2 3 n 
6
1 1 1 A 1
 ?  ?  ? A A  ?
A - A - - -
0,0  1,0 2,0  ... n,0
 
 1  2 3 n 

State Transition Rate Diagram

6
j+1 A j+1
A ? A - A  ?
- -
i,j n,j
  
i  i+1 n 
6 j
j A
? ?

Internal states for rate diagram Boundary states for rate diagram

Figure 4.10: Primary route (n circuits) with infinite overflow route. (Full availability)
84 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

that i circuits are occupied in the finite group and j circuits are occupied in the infinite
overflow group.
Since the sum of the probabilities is equal to unity it follows that
F0 (j) = 1 (4.55)

and the mean overflow traffic m from the finite group is equal to the traffic carried on the
infinite group we have
F1 (j) = m (4.56)

and finally, the variance of the traffic carried on the infinite group is equal to the overflow
variance v, viz:
v = F2 (j) + F1 (j) − F12 (J) (4.57)

We now define the conditional factorial moments


X∞  
j
Fr (j|i) = r!P (i, j) (4.58)
j−r
r

The total factorial moment is the sum of the conditional moments, viz:
n
X
Fr (j) = Fr (j|i) (4.59)
i=0

Consider summing equation (4.52) and (4.53) over i and j for i = 0, 1, . . . , n and j =
0, . . . , x
Px Pn Px Pn−1 Px Pn−1
j=0 i=0 (A + i + j)P (i, j) = A j=0 i=1 P (i − 1, j) + j=0 i=0 (i + 1)P (i + 1, j)

Px Pn−1 Px
+ j=0 i=0 (j + 1)P (i, j + 1) + A j=1 P (n, j − 1)
Px Px
+A j=0 P (n − 1, j) + j=0 (j + 1)P (n, j + 1)

Rearranging and cancelling terms we have


n
X
(x + 1) P (i, x + 1) = AP (n, x)
i=0

Replacing x with j we obtain


n
X
(j + 1) P (i, j + 1) = AP (n, j) (4.60)
i=0


Multiplying both sides of equation (4.60) by the factor rj r! and summing over all values
of j ≥ r we obtain
X∞ X n   X∞  
j j
(j + 1) r!P (i, j + 1) = A r!P (n, j) (4.61)
j=r i=0
r j=r
r
4.7. EQUIVALENT RANDOM METHOD 85

Verify as an exercise that


   
j j+1
(j + 1) r! = (r + 1)! (4.62)
r r+1

then we may write equation (4.62) as


X∞ X n  
j+1
(r + 1)!P (i, j + 1) = AFr (j|n)
j=r i=0
r+1

since the right hand side of (4.62) is simply the conditional factorial moment Fr (j|n)
multiplied by the offered traffic A. Comparing the left hand side with definition (4.54)
we find that
Fr+1 (j) = AFr (j|n) (4.63)

In equation (4.63) we have expressed the factorial moment Fr+1 (j) as a function of the
conditional moment Fr (j|n). A further equation for the conditional moments can be
obtained from equation (4.52) as follows: Multiply both sides of (4.52) by the factor rj r!
and again sum over all values of j ≥ r, viz:
P∞ j  P∞ j 
j=r r r!(A + i + j)P (i, j) = A j=r r r!P (i − 1, j)

P∞ j

+(i + 1) j=r r r!P (i + 1, j) (4.64)
P∞ j

+ j=r (j + 1) r r!P (i, j + 1)

Verify that
X∞   X∞   X∞  
j j j
j r!P (i, j) − (j + 1) r!P (i, j + 1) = r r!P (i, j)
j=r
r j=r
r j=r
r

as an exercise. We may then simplify (4.64) to the following recursive relationship between
the conditional factorial moments.

(A + i + r)Fr (j|i) = AFr (j|i − 1) + (i + 1)Fr (j|i + 1) (0 ≤ i ≤ n) (4.65)

Equations (4.63) and (4.65) together with relationships (4.55) to (4.57) can now be used
to solve for the mean and variance of the overflow traffic. Consider the case for r = 0.
We use the recursive formula (4.65) starting with i = 0.

AF0 (j|0) = 1F0 (j|1) (i = 0)

A
i.e. F0 (j|1) = 1! F0 (j|0)

(A + 1)F0 (j|1) = 2F0 (j|2) + AF0 (j|0) (i = 1)

A
i.e. F0 (j|2) = 2 F0 (j|1)F0 (j|0)
86 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

Continuing in this fashion we deduce that


An
F0 (j|n) = F0 (j|0) (4.66)
n!

Now the sum of the conditional factorial moments (for r = 0) is equal to unity and hence
we may solve for F0 (j|0) using this normalising condition
" n #−1
X Ai
F0 (j|0) = (4.67)
i=0
i!

Substituting (4.67) into (4.66) we obtain


" n #−1
An X Ai
F0 (j|0) = = En (A) (4.68)
n! i=0 i!

We may now use equation (4.63) to deduce the mean overflow traffic, viz:

F1 (j) = m = AEn (A) (4.69)

(As we would have expected from earlier work in this chapter!). We now continue to
determine the variance of this traffic. Once again we use the result (4.65) for r = 1
starting with i = 0.
(A+!)F1 (j|0) = 1F1 (j|1) (i = 0)

(A+1)
i.e. F1 (j|1) = 1! F1 (j|0)

(A + 2)F1 (j|1) = 2F1 (j|2) + AF1 (j|0) (i = 1)


h i
A2 A
i.e. F1 (j|2) = 2! + 1! + 1 F1 (j|0)

proceeding inductively we obtain for i = x


 x 
A Ax−1 A
F1 (j|x) = + + . . . + + 1 F1 (j|0) (4.70)
x! (x − 1)! 1!

Now the sum of the factorial moments for r = 1 is equal to the mean m and hence we
obtain the following expression for F1 (j|0) using (4.59):
" n x #−1
X X Ai
F1 (j|0) = m (4.71)
x=0 i=0
i!

So that Pn Ai
m i=0 i!
F1 (j|n) = n Pn P x Ai
x=0 i=0 i!
4.7. EQUIVALENT RANDOM METHOD 87

Interchanging the order of summation in the denominator of the above expression, we


find that P n P x Ai Pn Pn i
x=0 i=0 i! = i=0 x=i Ai!
(4.72)
Pn i
= i=0 (n + 1 − i) Ai!

Thus Pn Ai
m
F1 (j|n) = Pn i=0 i!
i
(n+1−i) Ai!
i=0

= Pn−1mAi Pn Ai
n+1−A( / )
i=0 i! i=0 i! (4.73)
m
= n+1−A(1−En (A))

m
= n+1+m−A

Substituting this result into (4.63) we obtain

mA
F2 (j) =
n+1+m−A

and hence from (4.57) we may deduce the variance of the overflow traffic as
 
A
v =m 1−m+ (4.74)
n+1+m−A

where m = AEn (A).


Thus the mean m and variance v of the overflow traffic, as given by equations (4.69) and
(4.74) are completely determined by the number of circuits n and the mean pure chance
traffic A offered to the group. Tables and graphs are available which are based on the
above relationship. Conversely, given m and v we can find unique values for A and n
such that when pure chance traffic A is offered to n circuits, the overflow traffic has mean
m and variance v this result is of fundamental importance as it forms the basis of the
Equivalent Random Method.
We noted earlier (Section 4.5) that in a network employing alternative routing, traffic was
first offered to direct routes and the (combined) overflows from these routes were then
offered to an overflow (or alternative) route. Let us now consider how we can use the
above results to analyse the alternative route and determine the moments of the traffic
which overflows from this route.

4.7.2 Application to Alternative Routing Networks

In order to illustrate the Equivalent Random Method, consider a hypothetical network


with three direct routes overflowing to a common single route with 4 circuits. We are
interested in determining the mean and variance of the traffic which is overflowing from
88 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

Route Offered Traffic Circuits


(in Erlangs)
1 6 5
2 4 3
3 5 0

Table 4.2: Traffic Route Data

the common route. Such problems arise during the analysis of overflow routing problems.
The offered traffics to the direct routes are assumed to be pure chance and details are
summarised in table 4.2 and the accompanying diagram below:

?Overflow?

6 Transit
Common 1 T
 Exchange
 
Overflow f 
Route 
  6
 6
Origin O  6

Exchange H
C S HH
C S HH
C S HH f
HH 
C S j
C S 1

C Sf
C S
C S Destination
C S  Exchanges
Cf w
S
C 2

C
C
 CCW
3


By referring to tables, graphs or a suitable computer program, the moments of the overflow
traffics from each of these direct routes can be determined and are given in the table below:
The assumption is now made that the three streams of traffic overflowing from these
routes are independent of each other. In that case the total traffic offered to the overflow
circuits has a mean and variance equal to the sum of the means and variances of the
individual overflow streams. Thus the total traffic offered to the overflow route has

mean M = 2.16 + 1.80 + 5.00 = 8.96

and
4.7. EQUIVALENT RANDOM METHOD 89

Overflow Moments
Route Mean Variance
1 2.16 3.48
2 1.80 2.54
3 5.00 5.00

Table 4.3: Moments of the overflow traffic

variance V = 3.48 + 2.54 + 5.00 = 11.02

The basis of the Equivalent Random Method is to assume that the traffic being offered to
this overflow route has come from a single direct route of circuits which has been offered
pure chance traffic. This fictitious group of circuits is known as the “equivalent group”
and the traffic is known as the “equivalent pure chance (random) traffic”. To find the
values of the equivalent pure chance traffic and the equivalent number of circuits we use
the tables or graphs in reverse as discussed earlier. When this is done, it is found that if
11.9 erlangs and offered to 3.3 circuits then traffic with mean = 8.96 and variance = 11.02
overflows. To compute the mean and variance of the traffic overflowing from the route
of 4 circuits, consider the “equivalent route” combined with the “real” route to give 7.3
circuits which are offered 11.9 erlangs. From tables or graphs it is then a straightforward
matter to determine the moments of this overflow traffic as m = 5.5 and v = 9.0.

Equivalent Overflow
Circuits Actual Circuits
Equivalent
Pure Chance 3.3 Offered 4 Traffic Lost or
Q
Q Q
Q Q
Q
"
" "
" Circuits "
"
Offered Traffic Circuits Traffic Overflowing

... Hypothetical Real ....


...
. .....
TT
Overall Route

Figure 4.11: Equivalent Random Principle

The above process can be rather laborious if done by hand, and it is usually automated.
Simple approximate formulae can be used for hand computations, and one of the simplest
(and surprisingly accurate) formulae is due to Y. Rapp who developed an approximate
formula for the equivalent pure chance traffic for a group of circuits offered non-random
90 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

traffic with mean M and variance V :


V V
Aeq = V + 3 ( − 1) (4.75)
M M

By inverting Riordon’s formula for the variance and making n the subject of the equation
we may substitute the above approximation into the formula to obtain an approximation
for the number of equivalent circuits, viz:
Aeq (M + V /M )
Neq = −M −1 (4.76)
M + V /M − 1

4.7.3 Extension to Limited Availability

Modern common control switching systems do not generally offer full availability, but they
usually provide flexible alternative routing facilities. When designing networks to take
advantage of these facilities, the characteristics of traffic which overflows from direct to
alternative routes must be known. It has been found that for design purposes the mean
and variance of the overflow are the formulae derived in section 4.6, but the variance
calculation requires a more involved analysis. The method is the same as that presented
in section 4.7.1, i.e. we consider a finite, limited availability group of circuits offered
pure chance traffic, which overflows traffic to an infinite full availability group of circuits,
moments of the traffic offered to the alternative route in an alternative routing network.
Once again we define P (i, j) as the probability that i circuits are occupied in the primary
(limited availability) group and j circuits are occupied in the unlimited overflow group
(full availability). The state diagram for this system is given in the accompanying Figure
4.12, and from it we may derive the following equilibrium state equations:

(A + i + j)P (i, j) = Aβ(i)P (i, j − 1) + A(1 − β(i − 1))P (i − 1, j)


(4.77)
+(i + 1)P (i + 1, j) + (j + 1)P (i, j + 1)

for i = 0, 1, . . . , n and j = 0, 1.
As before, we define P (. . .) = 0 if the arguments of this probability lie outside of the
permissible range.
This is an infinite set of simultaneous equations and various methods may be adopted to
solve for the mean and variance. Once again we shall adopt the “direct method” of section
4.7.1 to derive expressions for the overflow moments. As the procedure is analogous to
that presented earlier we shall give only an outline of the analysis. We begin by summing
equations (4.77) over i = 0, . . . , n and j = 0, . . . , x as before. After rearranging we obtain
n
X n
X
(x + 1) P (i, x + 1) = A β(i)P (i, x) (4.78)
i=0 i=0


Substituting j for x and multiplying by the factor rj r! we can sum over j ≥ r and
obtain the following relationship between the conditional factorial moments and the total
4.7. EQUIVALENT RANDOM METHOD 91

6 4 6 4 6 4 6
Aβ(0) Aβ(1) Aβ(2) A 4
 ?  ?A(1 − β(1)) ? A(1 − β(n −-
1)) ?
A(1 − β(0))
- - A(1 − β(2))
-
0,3 1,3 2,3 ...  n,3
  
 1  2  3 n 
6 6 6 6 3
Aβ(0) 3 Aβ(1) 3 Aβ(2) 3 A
 ?  ?  ?
A(1 − β(2)) A(1 − β(n −-
1)) ?
A(1 − β(0))
- A(1 − β(1))
- -
0,2 1,2 2,2 ...  n,2
  
 1  2 3 n 
6 62 6 6
Aβ(0) 2 Aβ(1) Aβ(2) 2 A 2
 ? 
A(1 − β(0)) ?A(1 − β(1)) ?A(1 − β(2)) A(1 − β(n −- 
1)) ?
- - -
0,1  1,1 2,1 ...  n,1
 
 1  2 3 n 
6 6 6 6
Aβ(0) 1 Aβ(1) 1 Aβ(2) 1 A 1
 ?A(1 − β(0)) ?  ?A(1 − β(2)) A(1 − β(n −- 
1)) ?
- A(1 − β(1))
- -
0,0  1,0 2,0  ...  n,0
 
 1  2 3 n

State Transition Rate Diagram

Aβ(i) 6 j+1 6
A j+1

A(1 − β(i − 1)) ?A(1 − β(i)) 
A(1 − β(n − 1)) ?
- - -
i,j n,j
  
i  i+1 n 
6 j 6 j
Aβ(i) A
? ?

Internal states for rate diagram Boundary states for rate diagram

Figure 4.12: Primary route (n circuits) with infinite overflow route. (Limited availability
in primary route)
92 CHAPTER 4. FUNDAMENTAL TRAFFIC THEORY MODELS

factorial moment:
n
X
Fr1 (j) = A β(i)Fr (j|i) (4.79)
i=0

A further equation for the conditional moments can be obtained by multiplying equations
(4.77) by the factor rj r! and summing over j ≥ r, viz:

(A + i + r)Fr (j|i) = (i + 1)Fr (j|i + 1) + A(1 − β(i − 1))Fr (j|i − 1)


P∞  (4.80)
j
+Aβ(i) j=r r r!P (i, j − 1)

The last term of the above expression can be further simplified using the following result
     
j j−1 j−1
= +
r r r−1

to give

(A(1 − β(i)) + i + r)Fr (j|i) = (i + 1)Fr (j|i + 1) + A(1 − β(i − 1))Fr (j|i − 1)

+Aβ(i)Fr−1 (j|i)

Equations (4.79) and (4.80) together with the relationships discussed in section 4.7.1
(equations (4.55) to (4.57) can now be used to derive the mean and variance of the
overflow traffic. Consider the case of r = 0. We use the recursive formula (4.80) starting
with i = 0 viz:
A(1 − β(0))F0 (j|0) = 1F0 (j|1)

thus
A(1 − β(0))
F0 (j|1) = F0 (j|0)
1!
Continuing in this way we find F0 (j|x) is given by
x−1
Ax Y
F0 (j|x) = (1 − β(i))F0 (j|0) (4.81)
x! i=0

We note that F0 (j) = 1 and hence we may solve for F0 (j|0); this gives

n x−1
!−1
X Ax Y
F0 (j|0) = 1+ (1 − β(i)) (4.82)
x=1
x! i=0

From (4.81) and (4.82) we obtain the following expression for the mean overflow traffic
using (4.56)
Pn i Qi−1
A i=0 Ai! β(i) x=0 (1 − β(x))
F1 (j) = m =  Pn i Qi−1
 (4.83)
1 + i=1 Ai! x=0 (1 − β(x)
4.7. EQUIVALENT RANDOM METHOD 93

where the product in the numerator is defined to be unity when i = 0.


The variance is more complex to derive and we shall only summarise the results which
were first obtained by Herzog ([Her66]).

n
" i−1 i−2 i−1
#
X Y Kx X G(l) Y Kl G(i − 1)
v=A β(i) F1 (j|0) − + m − m2
i=0 x=0
x+1 l+1 (l + 1) 1
l=0 x=l+1
(4.84)
where
iA(1 − β(i − 1))
Ki = A(1 − β(i)) + (i + 1) −
ki−1

and
G(i) = Ki F1 (j|i) − (i + 1)F1 (j|i + 1)

An alternative procedure has also been derived by Wallström, [Wal66a], which is rather
more involved than the above method but is also applicable to a general set of loss factors
β(i).
The equivalent random method is easily extended to the case of limited availability, and
this can be achieved in two different ways. This is because we may elect to have an
equivalent route which is either full or limited availability, provided that it overflows
traffic with the correct mean and variance. For example, in the Geometric Group model
it is a simple matter to assume that the equivalent group is of limited availability, with a
value for p which is the same as the assumed to apply in the real group of circuits.

Equivalent Route Actual Route


Aeq (M, V ) Overflow
Q
Q Geometric Group Q
Q Geometric Group QQ
"
" " Parameter p
" ""
Parameter p
Neq Circuits n Circuits

Figure 4.13: Equivalent Random Method Applied to Geometric Group Model

Where the model for the loss factors β(i) is more complex, many authors have advocated
that the equivalent group should be full availability and that when the overall fictitious
route is analysed, the loss factors are assigned in the following way

βfict (0) = βfict (1) = . . . = βfict (Neq − 1) = 0 (Full availability)

βfict (Neq ) = βreal (0); βfict (Neq + 1) = βreal (1); βfict (Neq + n) = βreal (n) = 1
(4.85)

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