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arxiv: 2605.03664 · v1 · submitted 2026-05-05 · 🧮 math.PR

An alternative formulation of the discrete-time fractional Poisson process

Pith reviewed 2026-05-07 14:23 UTC · model grok-4.3

classification 🧮 math.PR
keywords discrete fractional Poisson processrenewal processMittag-Leffler distributionSibuya distributionsubordinationprobability generating functiondiscrete counting process
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The pith

A discrete-time fractional Poisson process built as a renewal process is not equivalent to its Sibuya-subordinated form

A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.

The paper constructs a discrete-time fractional Poisson process by defining it as a renewal process in which the times between successive events follow a discrete Mittag-Leffler distribution. It then computes the probability generating function for these waiting times and uses it to find the exact distribution of the number of events observed after a fixed number of time steps. The central finding is that this renewal construction does not produce the same process as one obtained by subordinating a discrete Poisson process to a Sibuya-distributed time change. This matters for applications because the two approaches, which agree in continuous time, can be used for different purposes when time is discrete.

Core claim

The renewal-based discrete fractional Poisson process, with its explicitly derived waiting-time generating function and count distribution, is mathematically distinct from the process obtained via Sibuya subordination, in contrast to the equivalence that holds for their continuous-time versions.

What carries the argument

The renewal counting process driven by discrete Mittag-Leffler inter-event times, which carries the argument by permitting direct calculation of the probability laws.

Load-bearing premise

The discrete Mittag-Leffler distribution is the natural discrete analogue of the continuous Mittag-Leffler waiting-time law and the Sibuya distribution is the correct discrete counterpart to continuous stable subordination.

What would settle it

Computing and comparing the probability mass functions for the number of events at a small number of time steps under both the renewal construction and the Sibuya subordination construction, for a value of the fractional parameter strictly between zero and one.

read the original abstract

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the probability generating function of the waiting times and the exact probability distribution of the event counts. Through this analysis, we reveal that, unlike its continuous-time counterpart, our renewal-based model is not mathematically equivalent to the process constructed via subordination using the Sibuya distribution.

Editorial analysis

A structured set of objections, weighed in public.

Desk editor's note, referee report, simulated authors' rebuttal, and a circularity audit. Tearing a paper down is the easy half of reading it; the pith above is the substance, this is the friction.

Referee Report

2 major / 2 minor

Summary. The manuscript proposes a discrete-time fractional Poisson process constructed as a renewal counting process with interarrival times following a discrete Mittag-Leffler distribution. It derives the probability generating function of the waiting times and the exact probability distribution of the event counts in a fixed number of steps. The central claim is that this renewal construction is not mathematically equivalent to the process obtained via subordination of a Poisson process by a Sibuya process, in contrast to the equivalence that holds in the continuous-time fractional Poisson process.

Significance. If the explicit derivations of the PGF and count distribution are correct, the work provides closed-form expressions that facilitate computation and analysis in discrete settings. The demonstration of non-equivalence highlights a structural distinction between continuous and discrete fractional models, which may guide model selection in applications such as discrete-time reliability or queueing. The absence of free parameters in the derivations and the focus on exact rather than asymptotic results are strengths.

major comments (2)
  1. [Introduction and §2] Introduction and §2: The choice of the discrete Mittag-Leffler distribution (defined via the generalized binomial coefficient or fractional difference operator) as the waiting-time law is presented without explicit justification as the canonical discrete analogue to the continuous Mittag-Leffler law. The paper should compare this choice to other possible discretizations that also converge to the continuous fractional Poisson process (e.g., via binomial thinning or alternative fractional operators) and explain why alternatives would not be equally natural; without this, the non-equivalence result, while valid for the chosen law, has reduced interpretive force for the broader claim of an 'alternative formulation'.
  2. [§4] §4 (equivalence discussion): The non-equivalence is asserted by comparing the derived count distribution to the Sibuya-subordinated process, but the manuscript does not provide an explicit side-by-side expression for the two count PMFs or a numerical check for small n and fractional orders to illustrate the difference; this makes it difficult to assess whether the divergence is substantive or merely formal.
minor comments (2)
  1. [§2] Notation for the discrete Mittag-Leffler PMF should be introduced with a clear reference to the fractional difference operator or binomial coefficient definition at first use to aid readability.
  2. [§3] The abstract claims 'exact probability distribution' but the corresponding section would benefit from a compact statement of the final PMF formula immediately after its derivation.

Simulated Author's Rebuttal

2 responses · 0 unresolved

We thank the referee for the constructive and detailed report. The comments identify opportunities to strengthen the justification and clarity of our results. We address each major comment below and indicate the revisions planned for the next version of the manuscript.

read point-by-point responses
  1. Referee: [Introduction and §2] Introduction and §2: The choice of the discrete Mittag-Leffler distribution (defined via the generalized binomial coefficient or fractional difference operator) as the waiting-time law is presented without explicit justification as the canonical discrete analogue to the continuous Mittag-Leffler law. The paper should compare this choice to other possible discretizations that also converge to the continuous fractional Poisson process (e.g., via binomial thinning or alternative fractional operators) and explain why alternatives would not be equally natural; without this, the non-equivalence result, while valid for the chosen law, has reduced interpretive force for the broader claim of an 'alternative formulation'.

    Authors: We appreciate the referee's observation that additional justification for selecting the discrete Mittag-Leffler distribution would strengthen the paper. In the revised introduction and Section 2 we will insert a short comparative discussion. We will note that this law is obtained by applying the fractional difference operator directly to the geometric distribution, thereby preserving the same formal relationship to the continuous Mittag-Leffler law that the fractional derivative preserves for the exponential distribution. While other discretizations (for example, binomial thinning of a Poisson process or alternative fractional operators) can be defined and may converge to the continuous fractional Poisson process under suitable scaling, they do not arise from the same fractional-difference construction and therefore do not yield an exact renewal process with the same closed-form waiting-time PGF. We will briefly contrast the binomial-thinning approach to illustrate this distinction, thereby clarifying why the chosen law provides a natural discrete analogue and why the demonstrated non-equivalence is specific to this construction. revision: partial

  2. Referee: [§4] §4 (equivalence discussion): The non-equivalence is asserted by comparing the derived count distribution to the Sibuya-subordinated process, but the manuscript does not provide an explicit side-by-side expression for the two count PMFs or a numerical check for small n and fractional orders to illustrate the difference; this makes it difficult to assess whether the divergence is substantive or merely formal.

    Authors: We agree that an explicit side-by-side presentation would make the non-equivalence easier to verify. In the revised Section 4 we will display the probability mass function of the renewal-based count process next to the corresponding PMF of the Sibuya-subordinated process. In addition, we will add a small numerical table that reports the probabilities for N(n) = k under both constructions for n = 5 and n = 10 and for fractional orders α = 0.5 and α = 0.75. These concrete values will demonstrate that the two distributions differ already at small n, confirming that the divergence is substantive rather than merely formal. revision: yes

Circularity Check

0 steps flagged

No circularity; direct derivation from explicit definition

full rationale

The paper defines the discrete-time fractional Poisson process as a renewal counting process whose inter-event times are drawn from a discrete Mittag-Leffler distribution. It then computes the probability generating function of the waiting times and the exact finite-dimensional distributions of the count process by standard renewal theory. The non-equivalence claim is obtained by comparing these explicitly derived expressions with the known pgf of the Sibuya-subordinated process. No parameter is fitted to data and then re-used as a prediction, no self-citation supplies a load-bearing uniqueness theorem, and the derivation does not reduce to a tautology by construction. The choice of discrete Mittag-Leffler law is part of the model definition rather than an output that is smuggled back in.

Axiom & Free-Parameter Ledger

0 free parameters · 2 axioms · 0 invented entities

Based solely on the abstract; the construction assumes the discrete Mittag-Leffler distribution exists and is a valid probability law on the positive integers, and that the Sibuya process admits a discrete-time analogue. No free parameters or invented entities are visible in the abstract.

axioms (2)
  • domain assumption The discrete Mittag-Leffler distribution is a well-defined probability distribution on the non-negative integers with the stated probability generating function.
    Invoked when the waiting times are defined to follow this law.
  • domain assumption The Sibuya distribution provides the correct discrete-time analogue for subordination of a Poisson process.
    Used when comparing the renewal construction to the subordinated construction.

pith-pipeline@v0.9.0 · 5350 in / 1374 out tokens · 46711 ms · 2026-05-07T14:23:38.706497+00:00 · methodology

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Reference graph

Works this paper leans on

8 extracted references · 8 canonical work pages

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