Euclid preparation LXXXVII. Non-Gaussianity of two-point statistics likelihood: Precise analysis of the matter power spectrum distribution

We investigate the non-Gaussian features in the distribution of the matter power spectrum multipoles. Using the COVMOS method, we generated 100 000 mock realisations of dark matter density fields in both real and redshift space across multiple redshifts and cosmological models. We derived an analytical framework linking the non-Gaussianity of the power spectrum distribution to higher-order statistics of the density field, including the trispectrum and pentaspectrum. We explored the e ffect of redshift-space distortions, the geometry of the survey, the Fourier binning, the integral constraint, and the shot noise on the skewness of the distribution of the power spectrum measurements. Our results demonstrate that the likelihood of the estimated matter power spectrum significantly deviates from a Gaussian assumption on non-linear scales, particularly at low redshift. This departure is primarily driven by the pentaspectrum contribution, which dominates over the trispectrum at intermediate scales. We also examined the impact of the finiteness of the survey geometry in the context of the Euclid mission, and we find that both the shape of the survey and the integral constraint amplify the skewness.