Write . The kernel density estimator with bandwidth is
Sufficient conditions are that be a nonnegative symmetric probability density function with and finite nonzero second moment , and that , . Symmetry and the second-moment assumption give . The expectation is a convolution:
Taylor's theorem with integral remainder gives
The zeroth-order term integrates to , and the first-order term vanishes. The second derivative is bounded and continuous, so dominated convergence, with dominating function proportional to , yields
Combining this with the supplied leading variance gives the asymptotic mean squared error
When and , its derivative is . It changes sign exactly once, giving the pointwise optimal kernel bandwidth
Positivity of is needed for this positive interior optimum. The printed condition alone does not ensure it. For instance, is a normalized bounded probability density function with bounded continuous square-integrable second derivative, but and . At this point the displayed leading variance vanishes and the two-term AMSE has no positive interior minimizer; finer variance terms are needed to determine an appropriate bandwidth. The formal formula there gives zero, which does not satisfy the bandwidth assumptions.
For integrated error, the same expansion holds in : translation continuity of applied to the integral remainder gives
Indeed Minkowski's integral inequality bounds the norm of the difference, divided by , by the integral of ; each translated difference tends to zero and is bounded by . This proves the claimed integrated bias expansion without assuming a uniform pointwise remainder over the whole real line.
If , direct integration of the variance gives
The last term is because is bounded and integrable, hence square integrable, and convolution with a probability density function does not increase its norm. It is negligible compared with . Thus the asymptotic mean integrated squared error and its minimizer are
Here : otherwise the continuous second derivative vanishes everywhere, making affine, impossible for a probability density function on the whole real line.
Now take the standard normal density . Differentiation gives . Gaussian integration gives
The kernel constants cancel from the bandwidth ratio. At ,
Put . The logarithmic derivative of is . On the function increases, giving its minimum at , with value one. On it decreases up to and then increases, giving its minimum . Thus the global minimizers are , and the normal-density local-to-global bandwidth ratio is
The ratio diverges at the two inflection points , where the second-order pointwise bias approximation vanishes and needs a higher-order replacement.
Figure 1.
Normal-density pointwise bandwidth relative to the integrated-error optimum; minima at plus and minus square root of five
. Details.
Evaluate all derivatives at zero long perturbation, where , and write for the unperturbed abundance. The peak-background split changes the halo peak height to
The chain rule in the specified bias expansion therefore gives
No explicit abundance law is specified, so these derivatives are the general answer. For example, if has the Press-Schechter halo mass function dependence , then and .
For the linear long mode, the cosmological Poisson equation gives . Consequently the deterministic galaxy bias and power spectrum are
Here is the linear cosmological density power spectrum; stochastic tracer noise has been omitted. This scale-dependent halo bias from local non-Gaussianity is proportional to in the specified convention.
For , plot the ratio to separate the effect from the shape of . Positive increases the ratio as decreases. Negative first suppresses it, gives a zero when , and then makes it rise again after the effective galaxy bias changes sign. The auto-power spectrum never becomes negative. A truncation is valid only when and must not be extrapolated through the zero. Within the deterministic expression, both signs give at sufficiently small . For a nearly scale-invariant primordial spectrum, in the large-scale transfer limit, so this formal asymptote is .
Figure 1.
Scale-dependent galaxy bias
. Schematic deterministic power ratio for equal positive and negative coupling magnitudes, with . The negative-coupling cancellation scale defines ; the vertical axis is logarithmic away from a small linear region around zero. Details.
There is a convention issue in calling the specified abundance response an observed galaxy overdensity. The threshold response is naturally a linear Lagrangian halo bias. If instead denotes the physical linear Eulerian halo bias, the Lagrangian-to-Eulerian linear bias relation adds one to the density coefficient: , and . The boxed formulas follow the abundance expansion explicitly supplied in the paper. The Newtonian treatment also cannot be extrapolated beyond its physical large-scale domain without relativistic projection effects.
For nonzero momentum, the Fourier transform of the local bias expansion is
The subtracted variance contributes only at . Because is a Gaussian random field, its three-point function vanishes and its four-point function factorizes by Wick theorem. At leading order one of the three galaxy fields supplies the quadratic term and the other two supply linear terms. The two cross-contractions cancel the factor , giving
Thus even Gaussian matter fluctuations acquire a nonzero galaxy bispectrum through local quadratic galaxy bias.
In standard perturbation theory in cosmology, is an -leg vertex carrying the symmetrized standard perturbation theory density kernel . For Gaussian random fields, a connected four-point diagram with loops contains linear power spectra, hence linear fields.
At tree level the required perturbative-order partitions are
The first is a star with one vertex and three linear external legs. The second has two vertices joined by one internal power-spectrum line, with one linear external leg attached to each vertex. At one loop all five partitions of eight into four positive parts are required:
These are conventionally denoted , , , , and ; all inequivalent placements of external legs and all Wick contractions are understood. This list is the complete set of one-loop matter trispectrum topologies.
Let and . With , the star contribution is
where . For the exchange contribution, sum over the six unordered choices of linear external legs and let be the complementary pair:
Thus the connected tree trispectrum is .
The pressureless single-stream equations cease to be a complete one-loop prediction because loop momenta probe short nonlinear scales and produce ultraviolet-sensitive terms. A consistent result must include the effective field theory of large-scale structure: effective-stress counterterms, including their insertions into the tree topologies, and stochastic terms at the order allowed by mass conservation and momentum conservation. Their coefficients absorb short-scale dependence and must be fitted or matched. If the observable is a biased tracer rather than matter itself, the corresponding renormalized bias expansion is also required.