Biggins' Martingale Convergence for Branching L\'evy Processes

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 $(\sigma^2,a,\Lambda)$, where the branching L\'evy measure $\Lambda$ 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 $(\sigma^2,a,\Lambda)$ for additive martingales to have a non-degenerate limit.