An alternative formulation of the discrete-time fractional Poisson process

Fuente: arXiv
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Auteur principal: Yoshida, Naohiro
Format: Preprint
Publié: 2026
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author Yoshida, Naohiro
author_facet Yoshida, Naohiro
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2605_03664
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle An alternative formulation of the discrete-time fractional Poisson process
Yoshida, Naohiro
Probability
60G22, 60G55, 60K05
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.
title An alternative formulation of the discrete-time fractional Poisson process
topic Probability
60G22, 60G55, 60K05
url https://arxiv.org/abs/2605.03664