Integrability of Conformal Loop Ensemble: Imaginary DOZZ Formula and Beyond

The scaling limit of the probability that $n$ points are on the same cluster for 2D critical percolation is believed to be governed by a conformal field theory (CFT). Although this is not fully understood, Delfino and Viti (2010) made a remarkable prediction on the exact value of a properly normalized three-point probability. It is expressed in terms of the imaginary DOZZ formula of Schomerus, Zamolodchikov and Kostov-Petkova, which extends the structure constants of minimal model CFTs to continuous parameters. Later, similar conjectures were made for scaling limits of random cluster models and O$(n)$ loop models, representing certain three-point observables in terms of the imaginary DOZZ formula. Since the scaling limits of these models can be described by the conformal loop ensemble (CLE), such conjectures can be formulated as exact statements on CLE observables. In this paper, we prove Delfino and Viti's conjecture on percolation as well as a conjecture of Ikhlef, Jacobsen and Saleur (2015) on the nesting loop statistics of CLE. Our proof is based on the coupling between CLE and Liouville quantum gravity on the sphere, and is inspired by the fact that after reparametrization, the imaginary DOZZ formula is the reciprocal of the three-point function of Liouville CFT. Recently, Nivesvivat, Jacobsen and Ribault systematically studied a CFT with a large class of CLE observables as its correlation functions, including the ones from these two conjectures. We believe that our framework admits sufficient flexibility to exactly solve the three-point functions for CLE observables with natural geometric interpretations, including those from this CFT. As a demonstration, we solve the case corresponding to three points lying on the same loop, where the answer is a variant of the imaginary DOZZ formula.