Centered GMC measure moment-limit conjecture

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Let ωμ,ε(u)\omega_{\mu,\varepsilon}(u) be the regularized Gaussian field and define its centered version by

ω~μ,ε(u)≜ωμ,ε(u)−ωμ,ε(0).\widetilde{\omega}_{\mu,\varepsilon}(u)\triangleq\omega_{\mu,\varepsilon}(u)-\omega_{\mu,\varepsilon}(0).

For −1/μ−1/2<Re⁡(q)<2/μ-1/\mu-1/2<\operatorname{Re}(q)<2/\mu, and for a test function φ\varphi, Centered GMC measure conjecture.

lim⁡ε→0eμ(log⁡r(ε)−1)q(q+1)/2E[(∫01φ(u)eω~μ,ε(u) du)q]=E[(∫01r(u)μqφ(u) Mμ(du))q].\lim_{\varepsilon\to0}e^{\mu(\log r(\varepsilon)-1)q(q+1)/2}{\bf E}\left[\left(\int_0^1\varphi(u)e^{\widetilde{\omega}_{\mu,\varepsilon}(u)}\,du\right)^q\right]={\bf E}\left[\left(\int_0^1r(u)^{\mu q}\varphi(u)\,M_\mu(du)\right)^q\right].

This proposes the limiting moment identity for the centered regularization and the GMC measure; the supplied source marks it as an open question.

References

Primary source

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

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