Vol. 2, No. 3, 2021

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A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC

Dmitry Ostrovsky

Vol. 2 (2021), No. 3, 533–562
Abstract

A three-parameter family of probability distributions is constructed such that its Mellin transform is defined over the same domain as the 2D GMC on the Riemann sphere with three insertion points (α1,α2,α3) and satisfies the DOZZ formula in the sense of Kupiainen et al. (Ann. Math. 191 (2020) 81–166). The probability distributions in the family are defined as products of independent Fyodorov–Bouchaud and powers of Barnes beta distributions of types (2,1) and (2,2). In the special case of α1 + α2 + α3 = 2Q the constructed probability distribution is shown to be consistent with the known small deviation asymptotic of the 2D GMC laws with everywhere-positive curvature.

Keywords
Gaussian multiplicative chaos, DOZZ formula, Barnes beta probability distributions, double gamma function, infinite divisibility, analytic continuation, Mellin transform
Mathematical Subject Classification
Primary: 60D99, 60E07, 60E10
Secondary: 81T20, 81T40
Milestones
Received: 8 September 2020
Revised: 15 March 2021
Accepted: 1 April 2021
Published: 15 October 2021
Authors
Dmitry Ostrovsky
Stamford, CT
United States