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

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

Published 2009-09-29, updated 2009-12-01Version 2

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.