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arXiv · 0909.5187

From Finance to Cosmology: The Copula of Large-Scale Structure

Robert J. Scherrer·Andreas A. Berlind·Qingqing Mao·Cameron K. McBride
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Abstract

Any multivariate distribution can be uniquely decomposed into marginal (1-point) distributions, and a function called the copula, which contains all of the information on correlations between the distributions. The copula provides an important new methodology for analyzing the density field in large-scale structure. We derive the empirical 2-point copula for the evolved dark matter density field. We find that this empirical copula is well-approximated by a Gaussian copula. We consider the possibility that the full n-point copula is also Gaussian and describe some of the consequences of this hypothesis. Future directions for investigation are discussed.

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Robert J. Scherrer, Andreas A. Berlind, Qingqing Mao, Cameron K. McBride. 2009-12-01. From Finance to Cosmology: The Copula of Large-Scale Structure. https://doi.org/10.1088/2041-8205%2F708%2F1%2Fl9

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