N-body simulations find a universal structure for the halos which
result from the nonlinear growth of Gaussian-random-noise density
fluctuations in the CDM universe. This talk summarized our attempts to
derive and explain this universal structure by analytical
approximation and simplified models. As an example, we show here that
a 1D spherical infall model involving a fluid approximation derived
from the Boltzmann equation can explain not only the halo density profile
but its phase-space density profile, as well.