1,371 research outputs found

    Measurement of scintillation efficiency for nuclear recoils in liquid argon

    Get PDF
    The scintillation light yield of liquid argon from nuclear recoils relative to electronic recoils has been measured as a function of recoil energy from 10 keVr up to 250 keVr at zero electric field. The scintillation efficiency, defined as the ratio of the nuclear recoil scintillation response to the electronic recoil response, is 0.25±0.01+0.01 (correlated) above 20 keVr. © 2012 American Physical Society

    Triplet lifetime in gaseous argon

    Get PDF
    MiniCLEAN is a single-phase liquid argon dark matter experiment. During the initial cooling phase, impurities within the cold gas (<<140 K) were monitored by measuring the scintillation light triplet lifetime, and ultimately a triplet lifetime of 3.480 ±\pm 0.001 (stat.) ±\pm 0.064 (sys.) μ\mus was obtained, indicating ultra-pure argon. This is the longest argon triplet time constant ever reported. The effect of quenching of separate components of the scintillation light is also investigated

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

    Full text link
    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

    Search for heavy resonances decaying to two Higgs bosons in final states containing four b quarks