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 , where the branching L\'evy measure 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 for additive martingales to have a non-degenerate limit.
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