Measurement of the Ratio of Branching Fractions [Beta](B0s --> D−s Ds)
Author : Boris Iyutin
Publisher :
Page : 154 pages
File Size : 10,87 MB
Release : 2007
Category :
ISBN :
Author : Boris Iyutin
Publisher :
Page : 154 pages
File Size : 10,87 MB
Release : 2007
Category :
ISBN :
Author : Arkadiy Bolshov
Publisher :
Page : 181 pages
File Size : 19,81 MB
Release : 2007
Category :
ISBN :
We present the measurement of the ratios of branching fractions B... to B..., and B... to B... We analyze data taken with the CDF II detector that corresponds to an integrated luminosity of 355 pb - 1 in pp collisions at ... TeV at the Fermilab Tevatron. Using a novel displaced track trigger we reconstruct 494 ± 28 B... decays, 8098 ± 114 B... decays, 159 ± 17 B... decays, and 3288 ± 76 B... decays. Using the world average value of the ... production ratio fs/fd = 0.259 ± 0.038, we determine the ratios of branching fractions ... where the uncertainties labeled BR and PR refer to the uncertainty on the D meson branching fractions and the production ratio fs/fd, respectively.
Author :
Publisher :
Page : 7 pages
File Size : 17,7 MB
Release : 2006
Category :
ISBN :
Using 355 pb−1 of data collected by the CDF II detector in p{bar p} collisions at √s = 1.96 TeV at the Fermilab Tevatron, they study the fully reconstructed hadronic decays B{sub (s)}° → D{sub (s)}−? and B{sub (s)}° → D{sub (s)}−?+?+?−. They present the first measurement of the ratio of branching fractions?(B{sub s}° → D{sub s}−?+?+?−)/?(B° → D−?+?+?−) = 1.05 ± 0.10(stat.) ± 0.22(syst.). They also update their measurement of?(B{sub s}° → D{sub s}−?+)/?(B° → D−?+) to 1.13 ± 0.08(stat.) ± 0.23(syst.) improving the statistical uncertainty by more than a factor of two. They find?(B{sub s}° → D{sub s}−?+) = [3.8 ± 0.3(stat.) ± 1.3(syst.)] x 10−3 and?(B{sub s}° → D{sub s}−?+?+?−) = [8.4 ± 0.8(stat.) ± 3.2(syst.)] x 10−3.
Author : Ivan Krešimir Furić
Publisher :
Page : 185 pages
File Size : 13,8 MB
Release : 2004
Category :
ISBN :
The measurement of B0s mixing is one of the flagship analyses for the Run II B physics program. The sensitivity of the measurement to the frequency of B0s oscillations strongly depends on the number of reconstructed B0 mesons. We present the measurement of the ratio of branching fractions Br ..., which directly influences the number of B0s events available for the measurement of B0s mixing at CDF-II. We analyze 115 pb-l of data collected with the CDF-II detector in pp collisions at ... TeV using a novel displaced track trigger ...
Author : James William Walder
Publisher :
Page : pages
File Size : 15,79 MB
Release : 2008
Category :
ISBN :
Author : BELLE
Publisher :
Page : 10 pages
File Size : 21,96 MB
Release : 2001
Category :
ISBN :
Author : Robert C. Dalang
Publisher : Springer Science & Business Media
Page : 230 pages
File Size : 35,9 MB
Release : 2009
Category : Mathematics
ISBN : 3540859934
This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Author : Necia Grant Cooper
Publisher : CUP Archive
Page : 220 pages
File Size : 47,84 MB
Release : 1988-04-29
Category : Science
ISBN : 9780521347808
This book explains the emergence of a profoundly new understanding of the fundamental forces of Nature.
Author : Gerard Cornuejols
Publisher : Cambridge University Press
Page : 358 pages
File Size : 29,65 MB
Release : 2006-12-21
Category : Mathematics
ISBN : 9780521861700
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.
Author : Ding-Zhu Du
Publisher : Springer Science & Business Media
Page : 277 pages
File Size : 37,44 MB
Release : 2013-03-14
Category : Mathematics
ISBN : 1475757956
This book provides an introduction to the mathematical theory of optimization. It emphasizes the convergence theory of nonlinear optimization algorithms and applications of nonlinear optimization to combinatorial optimization. Mathematical Theory of Optimization includes recent developments in global convergence, the Powell conjecture, semidefinite programming, and relaxation techniques for designs of approximation solutions of combinatorial optimization problems.