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Abstract
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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
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
and
. In the special
case of
the constructed probability distribution is shown to be consistent with the known
small deviation asymptotic of the 2D GMC laws with everywhere-positive
curvature.
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Keywords
Gaussian multiplicative chaos, DOZZ formula, Barnes beta
probability distributions, double gamma function, infinite
divisibility, analytic continuation, Mellin transform
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Mathematical Subject Classification
Primary: 60D99, 60E07, 60E10
Secondary: 81T20, 81T40
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Milestones
Received: 8 September 2020
Revised: 15 March 2021
Accepted: 1 April 2021
Published: 15 October 2021
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