Can lightning occur in space artificially?
Can lightning channel along a laser or proton beam in space?
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Depends on what you mean by "lightning". Yes, because charge can flow across vacuum, but no, because you won't see anything. The visual effect that you see in the sky is actually a luminescent plasma that is left in the wake of the charge moving through the atmosphere. No atmosphere, no plasma, no light.
I suppose you might see some light from Brehmstrahlung, but this would probably be very dim in the visible range.
Lightning as we know it in air cannot happen in vacuum because lightening depends crucially on the generation of positive ions and negative electrons by ionization of molecules of the air in high electric fields (and eventually high temperatures) and the ensuing impact ionization typical for a gas discharge. Current can only flow in vacuum when you introduce ions or electron from outside (e.g. electrodes). A laser beam in vacuum provides no conductive path because there are no charge carriers. A proton beam by itself corresponds to a positive current in vacuum that could be enhanced by high electric fields.
"freecharly" is mostly correct. Vacuum a great insulator, and under "normal" conditions electric potential can't discharge through it; however, in an extremely high field gradients, the field can pull electron/positron pairs out of the vacuum flux and discharge the field. This is thought to occur in the B-fields of pulsars.