English

A note on stable point processes occurring in branching Brownian motion

Probability 2013-01-22 v2

Abstract

We call a point process ZZ on R\mathbb R \emph{exp-1-stable} if for every α,βR\alpha,\beta\in\mathbb R with eα+eβ=1e^\alpha+e^\beta=1, ZZ is equal in law to TαZ+TβZT_\alpha Z+T_\beta Z', where ZZ' is an independent copy of ZZ and TxT_x is the translation by xx. Such processes appear in the study of the extremal particles of branching Brownian motion and branching random walk and several authors have proven in that setting the existence of a point process DD on R\mathbb R such that ZZ is equal in law to i=1TξiDi\sum_{i=1}^\infty T_{\xi_i} D_i, where (ξi)i1(\xi_i)_{i\ge1} are the atoms of a Poisson process of intensity exdxe^{-x}\,\mathrm d x on R\mathbb R and (Di)i1(D_i)_{i\ge 1} are independent copies of DD and independent of (ξi)i1(\xi_i)_{i\ge1}. In this note, we show how this decomposition follows from the classic \emph{LePage decomposition} of a (union)-stable point process. Moreover, we give a short proof of it in the general case of random measures on R\mathbb R.

Keywords

Cite

@article{arxiv.1102.1888,
  title  = {A note on stable point processes occurring in branching Brownian motion},
  author = {Pascal Maillard},
  journal= {arXiv preprint arXiv:1102.1888},
  year   = {2013}
}
R2 v1 2026-06-21T17:23:55.682Z