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

Understand

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.