Cosmology is based more on observational and testable grounds than ever in the past. As in many other scientific areas. a statistical-mathematical filter is necessary to process data and obtain the correct information to be compared with theories and hypothesis. The new approach we have proposed here can been see as filter to interpret the new many data which are appearing in Cosmology. The methods of modern Statistical Physics, which have been successfully applied in many different fields, represent a new general framework for the study of cosmic structures. both from a phenomenological and theoretical points of view. This new approach includes as a particular case the old analytical liquid~ like approach (homogeneous mass density fields with small fluctuations), but it is able to shed light in more complex cases as matter distribution in the universe seems to be.