English

Biggins' Martingale Convergence for Branching L\'evy Processes

Probability 2019-05-21 v2

Abstract

A branching L\'evy process can be seen as the continuous-time version of a branching random walk. It describes a particle system on the real line in which particles move and reproduce independently in a Poissonian manner. Just as for L\'evy processes, the law of a branching L\'evy process is determined by its characteristic triplet (σ2,a,Λ)(\sigma^2,a,\Lambda), where the branching L\'evy measure Λ\Lambda describes the intensity of the Poisson point process of births and jumps. We establish a version of Biggins' theorem in this framework, that is we provide necessary and sufficient conditions in terms of the characteristic triplet (σ2,a,Λ)(\sigma^2,a,\Lambda) for additive martingales to have a non-degenerate limit.

Keywords

Cite

@article{arxiv.1712.04769,
  title  = {Biggins' Martingale Convergence for Branching L\'evy Processes},
  author = {Jean Bertoin and Bastien Mallein},
  journal= {arXiv preprint arXiv:1712.04769},
  year   = {2019}
}

Comments

To appear in Electronic Communications in Probability

R2 v1 2026-06-22T23:16:53.413Z