800 research outputs found

    The effect of hadronization on the φ ∗ distribution of the Z boson in simulation compared to data from the CMS experiment at √ s = 8 TeV

    Get PDF
    University of Minnesota Ph.D. dissertation. August 2019. Major: Physics. Advisor: Jeremiah Mans. 1 computer file (PDF); xii, 152 pages.Measurements of the distribution of the Z boson decay are in disagreement with the theoretical distribution. This disagreement is of importance in its relationship to the transverse momentum of the Z boson (QT). This disagreement may be due to the hadronization step of the simulation, which attempts to describe QCD interactions involved in the event. If the hadronizer can be changed to remove this disagreement those changes can be applied to W simulations which would allow for the uncertainty of the W mass measurement to be decreased. This thesis presents normalized results of both measurements and rapidity measurements of the Z boson at a center-of-mass energy of 8 TeV along with multiple simulation results using changes to the hadronizer in an attempt to better match the data. The data used was collected by the CMS detector at the LHC in 2012. This data totaled 19.7 fb1 of integrated luminosity. Although changes to the hadronizer had a major eect on the simulated results, it was found that none of the changes could fully resolve the disagreement between data and theory

    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 ð„ „ ðandðŽð„ = 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