In Conformal Field Theory (in D dimensions) one considers (in particular) correlation functions of the form
⟨O(x)O(y)⟩,
where O is a scalar primary field. Scale covariance demands
⟨O(λx)O(λy)⟩=λ−2Δ⟨O(x)O(y)⟩,
where Δ≥D−22 is the scaling dimension of O. Translation and rotation invariance require the correlator to be a function of |x−y| only.
More generally for a conformal transformation x→x′ one has
⟨O(x)O(y)⟩=Ω(x′)ΔΩ(y′)Δ⟨O(x′)O(y′)⟩,
where
∂x′μ∂xν=Ω(x′)Rμν(x′),
and R is an orthogonal matrix. For the two-point function considered above the unique non-zero solution of these constraints is, up to a normalization,
⟨O(x)O(y)⟩=1|x−y|2Δ.
This is in the class of functions defined for x≠y, and can be seen by using a conformal transformation which brings x and y to some standard positions.
Now, Osterwalder-Schrader axioms (OS) require the correlation functions to be distributions defined on a suitable class of test functions. Clearly, if Δ is sufficiently large, one cannot naively interpret the above correlation function as a distribution on test functions with compact support due to the singularity at x=y. In fact, OS use a class of smooth functions which vanish with all derivatives at x=y. This clearly removes the singularity.
If we consider an analogous problem of turning G(x)=|x|−Δ into a distribution in 1 dimension, one can try something like
⟨Gϵ,f⟩=∫|x|>ϵG(x)f(x)dx+∫|x|<ϵG(x)(f(x)−f(0)−f′(0)x−…)dx,
where in the second integral we subtract sufficiently many terms of Taylor expansion of f at 0 to make the integral convergent. Gϵ defined this way is a distribution on compactly supported test functions without any requirement on behavior at 0. Note that Gϵ−Gϵ′ is supported at 0.
However, this definition breaks scale covariance, since we explicitly introduce a scale ϵ. If we generalize to higher dimensions, then conformal covariance is also broken. My question is, is it possible to define the above correlation function as a distribution on a class of test functions larger than that of OS, while preserving conformal or scale covariance? I am particularly interested in test functions which would feel distributions supported at x=y.
This post imported from StackExchange MathOverflow at 2015-07-07 11:11 (UTC), posted by SE-user Peter Kravchuk