The Fyodorov-Bouchaud formula and Liouville conformal field theory
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Publication:2178447
DOI10.1215/00127094-2019-0045zbMATH Open1465.60032arXiv1710.06897OpenAlexW3102602540MaRDI QIDQ2178447FDOQ2178447
Publication date: 11 May 2020
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Abstract: In a remarkable paper in 2008, Fyodorov and Bouchaud conjectured an exact formula for the density of the total mass of (sub-critical) Gaussian multiplicative chaos (GMC) associated to the Gaussian free field (GFF) on the unit circle. In this paper we will give a proof of this formula. In the mathematical literature this is the first occurrence of an explicit probability density for the total mass of a GMC measure. The key observation of our proof is that the negative moments of the total mass of GMC determine its law and are equal to one-point correlation functions of Liouville conformal field theory in the disk defined by Huang, Rhodes and Vargas. The rest of the proof then consists in implementing rigorously the framework of conformal field theory (BPZ equations for degenerate field insertions) in a probabilistic setting to compute the negative moments. Finally we will discuss applications to random matrix theory, asymptotics of the maximum of the GFF and tail expansions of GMC.
Full work available at URL: https://arxiv.org/abs/1710.06897
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conformal field theoryGaussian free fieldGaussian multiplicative chaosboundary Liouville field theoryBPZ equations
Gaussian processes (60G15) Random fields (60G60) Random measures (60G57) Two-dimensional field theories, conformal field theories, etc. in quantum mechanics (81T40) Constructive quantum field theory (81T08)
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Cited In (39)
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