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

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

2009-09-29

arxiv.org/abs/0909.5187v2

The Astrophysical Journal Letters, Volume 708, Issue 1, pp. L9-L13 (2010).

Astronomy and Astrophysics

Astrophysics

Cosmology and Extragalactic Astrophysics

5 pages, 3 figures. All figures revised, no changes to conclusions, references and discussion added. To appear in ApJ Letters

Scientific paper

10.1088/2041-8205/708/1/L9

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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