CMS The Computing Project : Technical Design Report

Peer reviewe

Search for Microscopic Black Hole Signatures at the Large Hadron Collider

Peer reviewe

Measurement of W-gamma and Z-gamma production in pp collisions at sqrt(s) = 7 TeV

Peer reviewe

Charged pion production in fixed target Pb + Pb collisions at 158 GeV per nucleon

Changes in pion production as a function of the impact parameter of the collision or the incident energy, may reveal characteristics of a possible first-order phase transition from nuclear to quark matter, as predicted by lattice quantum chromodynamics. In this paper we investigate charged pion production in Pb+Pb collisions at 158 GeV/nucleon near 0° production angle and at forward rapidity $(4.3\leq y \leq 6.3)$. The centrality dependence of pion production is shown in the impact parameter range ~ 2-12 fm at the rapidities y = 5.7 and 6.3. An enhancement in the pi-/pi+ ratio has been measured near beam rapidity, indicating Coulomb interaction of charged pions with the spectator protons. The charged pion yield per nucleon participating in the collision (N_p) at y = 5.7 increases faster than linearly with N_p, up to N_p~100 and then it saturates, while at y = 6.3 it does not exhibit any sudden change as a function of N_p

Measurement of hadronic shower punchthrough in magnetic field

The total punchthrough probability of showers produced by negative pions, positive pions, positive kaons and protons, has been measured as a function of depth in an absorber in a magnetic field ranging from 0 to 3 Tesla. The incident particle momentum varied from 10 to 300 GeV/c. The lateral shower development and particle multiplicity at several absorber depths have been determined. The measurements are compared with the predictions of Monte Carlo simulation programs

Differential cross section measurements for the production of a W boson in association with jets in proton–proton collisions at √s = 7 TeV

Measurements are reported of differential cross sections for the production of a W boson, which decays into a muon and a neutrino, in association with jets, as a function of several variables, including the transverse momenta (pT) and pseudorapidities of the four leading jets, the scalar sum of jet transverse momenta (HT), and the difference in azimuthal angle between the directions of each jet and the muon. The data sample of pp collisions at a centre-of-mass energy of 7 TeV was collected with the CMS detector at the LHC and corresponds to an integrated luminosity of 5.0 fb[superscript −1]. The measured cross sections are compared to predictions from Monte Carlo generators, MadGraph + pythia and sherpa, and to next-to-leading-order calculations from BlackHat + sherpa. The differential cross sections are found to be in agreement with the predictions, apart from the pT distributions of the leading jets at high pT values, the distributions of the HT at high-HT and low jet multiplicity, and the distribution of the difference in azimuthal angle between the leading jet and the muon at low values.United States. Dept. of EnergyNational Science Foundation (U.S.)Alfred P. Sloan Foundatio

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Juxtaposing BTE and ATE – on the role of the European insurance industry in funding civil litigation

One of the ways in which legal services are financed, and indeed shaped, is through private insurance arrangement. Two contrasting types of legal expenses insurance contracts (LEI) seem to dominate in Europe: before the event (BTE) and after the event (ATE) legal expenses insurance. Notwithstanding institutional differences between different legal systems, BTE and ATE insurance arrangements may be instrumental if government policy is geared towards strengthening a market-oriented system of financing access to justice for individuals and business. At the same time, emphasizing the role of a private industry as a keeper of the gates to justice raises issues of accountability and transparency, not readily reconcilable with demands of competition. Moreover, multiple actors (clients, lawyers, courts, insurers) are involved, causing behavioural dynamics which are not easily predicted or influenced. Against this background, this paper looks into BTE and ATE arrangements by analysing the particularities of BTE and ATE arrangements currently available in some European jurisdictions and by painting a picture of their respective markets and legal contexts. This allows for some reflection on the performance of BTE and ATE providers as both financiers and keepers. Two issues emerge from the analysis that are worthy of some further reflection. Firstly, there is the problematic long-term sustainability of some ATE products. Secondly, the challenges faced by policymakers that would like to nudge consumers into voluntarily taking out BTE LEI