Mass Dependence of Higgs Production at Large Transverse Momentum

The transverse momentum distribution of the Higgs at large $P_T$ is complicated by its dependence on three important energy scales: $P_T$, the top quark mass $m_t$, and the Higgs mass $m_H$. A strategy for simplifying the calculation of the cross section at large $P_T$ is to calculate only the leading terms in its expansion in $m_t^2/P_T^2$ and/or $m_H^2/P_T^2$. The expansion of the cross section in inverse powers of $P_T$ is complicated by logarithms of $P_T$ and by mass singularities. In this paper, we consider the top-quark loop contribution to the subprocess $q\bar{q}\to H+g$ at leading order in $\alpha_s$. We show that the leading power of $1/P_T^2$ can be expressed in the form of a factorization formula that separates the large scale $P_T$ from the scale of the masses. All the dependence on $m_t$ and $m_H$ can be factorized into a distribution amplitude for $t \bar t$ in the Higgs, a distribution amplitude for $t \bar t$ in a real gluon, and an endpoint contribution. The factorization formula can be used to simplify calculations of the $P_T$ distribution at large $P_T$ to next-to-leading order in $\alpha_s$.Comment: 49 pages, 8 figure

Quantum Brownian motion model for the stock market

It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysics framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system--a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics