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