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From Finance to Cosmology: The Copula of Large-Scale Structure | | Robert J. Scherrer
; Andreas A. Berlind
; Qingqing Mao
; Cameron K. McBride
; | | Date: |
29 Sep 2009 | | 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. | | Source: | arXiv, 0909.5187 | | Services: | Forum | Review | PDF | Favorites | |
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