The primary goal of heavy ion physics is the study of the Quark Gluon Plasma (QGP). In this exotic state of matter, the quarks and gluons, which make up ordinary hadronic matter, decouple and behave as free particles. The QGP exists at extremely high temperatures and baryon densities, for example, in the early universe or in the ultra-dense core of neutron stars. The thermal radiation from the quarks in the plasma can provide direct information on the temperature evolution and, hence, on the equation of state of the QGP. To isolate these thermal photons, precise knowledge is required on alternative sources of photon production in hadronic collisions. This was the principle argument to study the production rates of direct photons in p+p and d+Au collisions. In this thesis, we present the first direct photon measurement with the STAR detector at RHIC. The data were obtained from p+p and d+Au collisions at a center-of-mass energy of 200 GeV per nucleon pair. The cross sections of neutral pion and direct photon production in p+p collisions are in agreement with the results from perturbative QCD calculations. The nuclear modification factor of neutral pion production in d+Au collisions is consistent with unity for transverse momenta ranging from 2 GeV/c up to 15 GeV/c, indicating the absence of strong nuclear effects. In general, the techniques and results presented in this thesis constitute a solid baseline for a future analysis of thermal photon production in Au+Au collisions
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