The CMB Bispectrum, Trispectrum, non-Gaussianity, and the Cramer-Rao Bound

Minimum-variance estimators for the parameter fnl that quantifies local-model non-Gaussianity can be constructed from the cosmic microwave background (CMB) bispectrum (three-point function) and also from the trispectrum (four-point function). Some have suggested that a comparison between the estimates for the values of fnl from the bispectrum and trispectrum allow a consistency test for the model. But others argue that the saturation of the Cramer-Rao bound by the bispectrum estimator implies that no further information on fnl can be obtained from the trispectrum. Here we elaborate the nature of the correlation between the bispectrum and trispectrum estimators for fnl. We show that the two estimators become statistically independent in the limit of large number of CMB pixels and thus that the trispectrum estimator does indeed provide additional information on fnl beyond that obtained from the bispectrum. We explain how this conclusion is consistent with the Cramer-Rao bound. Our discussion of the Cramer-Rao bound may be of interest to those doing Fisher-matrix parameter-estimation forecasts or data analysis in other areas of physics as well.Comment: 11 pages, 3 figure

The probability distribution for non-Gaussianity estimators constructed from the CMB trispectrum

Considerable recent attention has focussed on the prospects to use the cosmic microwave background (CMB) trispectrum to probe the physics of the early universe. Here we evaluate the probability distribution function (PDF) for the standard estimator tau_nle for the amplitude tau_nl of the CMB trispectrum both for the null-hypothesis (i.e., for Gaussian maps with tau_nl = 0) and for maps with a non-vanishing trispectrum (|tau_nl|>0). We find these PDFs to be highly non-Gaussian in both cases. We also evaluate the variance with which the trispectrum amplitude can be measured, , as a function of its underlying value, tau_nl. We find a strong dependence of this variance on tau_nl. We also find that the variance does not, given the highly non-Gaussian nature of the PDF, effectively characterize the distribution. Detailed knowledge of these PDFs will therefore be imperative in order to properly interpret the implications of any given trispectrum measurement. For example, if a CMB experiment with a maximum multipole of lmax = 1500 (such as the Planck satellite) measures tau_nle = 0 then at the 95% confidence our calculations show that we can conclude tau_nl < 1005; assuming a Gaussian PDF but with the correct tau_nl-dependent variance we would incorrectly conclude tau_nl < 4225; further neglecting the tau_nl-dependence in the variance we would incorrectly conclude tau_nl < 361.Comment: 9 pages, 5 figure

General CMB and Primordial Trispectrum Estimation

We present trispectrum estimation methods which can be applied to general non-separable primordial and CMB trispectra. We present a general optimal estimator for the connected part of the trispectrum, for which we derive a quadratic term to incorporate the effects of inhomogeneous noise and masking. We describe a general algorithm for creating simulated maps with given arbitrary (and independent) power spectra, bispectra and trispectra. We propose a universal definition of the trispectrum parameter $T_{NL}$, so that the integrated bispectrum on the observational domain can be consistently compared between theoretical models. We define a shape function for the primordial trispectrum, together with a shape correlator and a useful parametrisation for visualizing the trispectrum. We derive separable analytic CMB solutions in the large-angle limit for constant and local models. We present separable mode decompositions which can be used to describe any primordial or CMB bispectra on their respective wavenumber or multipole domains. By extracting coefficients of these separable basis functions from an observational map, we are able to present an efficient estimator for any given theoretical model with a nonseparable trispectrum. The estimator has two manifestations, comparing the theoretical and observed coefficients at either primordial or late times. These mode decomposition methods are numerically tractable with order $l^5$ operations for the CMB estimator and approximately order $l^6$ for the general primordial estimator (reducing to order $l^3$ in both cases for a special class of models). We also demonstrate how the trispectrum can be reconstructed from observational maps using these methods.Comment: 38 pages, 9 figures. In v2 Figures 4-7 are altered slightly and some extra references are included in the bibliography. v3 matches version submitted to journal. Includes discussion of special case

CMB temperature trispectrum of cosmic strings

We provide an analytical expression for the trispectrum of the cosmic microwave background (CMB) temperature anisotropies induced by cosmic strings. Our result is derived for the small angular scales under the assumption that the temperature anisotropy is induced by the Gott-Kaiser-Stebbins effect. The trispectrum is predicted to decay with a noninteger power-law exponent l(-rho) with 6 &lt; rho &lt; 7, depending on the string microstructure, and thus on the string model. For Nambu-Goto strings, this exponent is related to the string mean square velocity and the loop distribution function. We then explore two classes of wave number configuration in Fourier space, the kite and trapezium quadrilaterals. The trispectrum can be of any sign and appears to be strongly enhanced for all squeezed quadrilaterals

Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices

In this article, we present two nonparametric trispectrum based tests for testing the hypothesis that an observed time series was generated by what we call a generalized Wiener process (GWP). Assuming the existence of a Weiner process for asset rates of return is critical to the Black-Scholes model and its extension by Merton (BSM). The Hinich trispectrum-based test of linearity and the trispectrum extension of the Hinich-Rothman bispectrum test for time reversibility are used to test the validity of BSM. We apply the tests to a selection of high frequency NYSE and Australian (ASX) stocks.

The Trispectrum in the Effective Theory of Inflation with Galilean symmetry

We calculate the trispectrum of curvature perturbations for a model of inflation endowed with Galilean symmetry at the level of the fluctuations around an FRW background. Such a model has been shown to posses desirable properties such as unitarity (up to a certain scale) and non-renormalization of the leading operators, all of which point towards the reasonable assumption that a full theory whose fluctuations reproduce the one here might exist as well as be stable and predictive. The cubic curvature fluctuations of this model produce quite distinct signatures at the level of the bispectrum. Our analysis shows how this holds true at higher order in perturbations. We provide a detailed study of the trispectrum shape-functions in different configurations and a comparison with existent literature. Most notably, predictions markedly differ from their P(X,\phi) counterpart in the so called equilateral trispectrum configuration. The zoo of inflationary models characterized by somewhat distinctive predictions for higher order correlators is already quite populated; what makes this model more compelling resides in the above mentioned stability properties.Comment: 24 pages, 10 figure