A note on stable point processes occurring in branching Brownian motion

TL;DR

This paper explores the structure of exp-1-stable point processes, showing how their decomposition relates to LePage's union-stable decomposition, with implications for branching Brownian motion and random measures.

Contribution

It demonstrates that the decomposition of exp-1-stable point processes can be derived from LePage's classic union-stable decomposition, extending the understanding to general random measures.

Findings

Decomposition of exp-1-stable processes from LePage's union-stable framework

Application to extremal particles in branching processes

Short proof for general random measures on the real line

Abstract

We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the translation by $x$. 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 $D$ on $\mathbb R$ such that $Z$ is equal in law to $\sum_{i=1}^\infty T_{\xi_i} D_i$, where $(\xi_i)_{i\ge1}$ are the atoms of a Poisson process of intensity $e^{-x}\,\mathrm d x$ on $\mathbb R$ and $(D_i)_{i\ge 1}$ are independent copies of $D$ and independent of $(\xi_i)_{i\ge1}$. 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 $\mathbb R$.