Thanks Steve!

I ran some test on a table that gets replicated together with its clustered index and nonclustered indexes. When I ran index rebuild on the clustered index on the publisher, I noticed through replication monitor a message saying 'xxxxx commands were delivered', so I checked the fragmentation statistics, the fragmentation percentage was reduced on the publisher, but remained unchanged on the subscriber. Then I ran the same command on the subscriber, its fragmentation was reduced. I am not exactly sure what 'xxxxx commands were delivered' does though.