From Finance to Cosmology: The Copula of Large-Scale Structure
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.
Cite
@article{arxiv.0909.5187,
title = {From Finance to Cosmology: The Copula of Large-Scale Structure},
author = {Robert J. Scherrer and Andreas A. Berlind and Qingqing Mao and Cameron K. McBride},
journal= {arXiv preprint arXiv:0909.5187},
year = {2014}
}
Comments
5 pages, 3 figures. All figures revised, no changes to conclusions, references and discussion added. To appear in ApJ Letters