Self-duality conjecture for the Bacry–Muzy GMC Mellin transform

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Let MμM_\mu be the Bacry–Muzy GMC measure on the interval and set τ=2/μ\tau=2/\mu. Define its total-mass Mellin transform by

M(q∣τ)≜E[(∫01Mμ(ds))q].\mathfrak{M}(q\mid\tau)\triangleq {\bf E}\left[\left(\int_0^1 M_\mu(ds)\right)^q\right].

Self-duality conjecture. Under τ↦1/τ\tau\mapsto1/\tau and q↦q/τq\mapsto q/\tau, it satisfies

M(qτ∣1τ)(2π)−q/τΓq/τ(1−τ)Γ(1−qτ)=M(q∣τ)(2π)−qΓq(1−1τ)Γ(1−q).\mathfrak{M}\left(\frac{q}{\tau}\mid\frac{1}{\tau}\right)(2\pi)^{-q/\tau}\Gamma^{q/\tau}(1-\tau)\Gamma\left(1-\frac{q}{\tau}\right)=\mathfrak{M}(q\mid\tau)(2\pi)^{-q}\Gamma^q\left(1-\frac{1}{\tau}\right)\Gamma(1-q).

The source notes that the identity is known for the Morris and Selberg integral probability distributions, while presenting it here as a GMC conjecture.

References

Primary source

Dmitry Ostrovsky, “A Theory of Intermittency Renormalization of Gaussian Multiplicative Chaos Measures”, arXiv:1609.09387 (2018).

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