What is the rigorous justification of Wick rotation in QFT? I'm aware that it is very useful when calculating loop integrals and one can very easily justify it there. However, I haven't seen a convincing proof that it can be done at the level of path integral.
How do we know for sure that Minkowski action and Euclidean action lead to the equivalent physical result? Is there an example where they differ by e.g. a contribution from a pole not taken into account while performing Wick rotation?
Answer
The path integral, mathematically speaking, does not exist as an integral: It is not associated with any positive or complex measure. Conversely, the Euclidean path integral does exist. The Wick rotation is a way to "construct" the Feynman integral as a limit case of the well-defined Euclidean one. If, instead, you are interested in an axiomatic approach connecting the Lorentzian n-point functions (verifying Wightman axioms) with corresponding Euclidean n-point functions (and vice versa), there is a well-known theory based on the so called Osterwalder-Schrader reconstruction theorem rigorously discussing the "Wick rotation" in a generalized fashion.
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