Lévy α-Stable Model for the Non-Exponential Low-|t| Proton–Proton Differential Cross-Section

نویسندگان

چکیده

It is known that the Real Extended Bialas–Bzdak (ReBB) model describes proton–proton (pp) and proton–antiproton (pp¯) differential cross-section data in a statistically non-excludible way, i.e., with confidence level greater than or equal to 0.1% center of mass energy range 546 GeV ≤s≤8 TeV squared four-momentum transfer 0.37 GeV2 ≤ −t 1.2 GeV2. Considering, instead Gaussian, more general Lévy α-stable shape for parton distributions constituent quark diquark inside proton relative separation between them, generalized description obtained, where ReBB corresponds α=2 special case. Extending α<2, we conjecture validity can be extended wider kinematic range, particular, lower values −t. We present formal generalization show simplified version this successfully fitted, non-exponential, low elastic scattering at s=8 TeV.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Integro-differential equations for option prices in exponential Lévy models

We explore the precise link between option prices in exponential Lévy models and the related partial integro-differential equations (PIDEs) in the case of European options and options with single or double barriers. We first discuss the conditions under which options prices are classical solutions of the PIDEs. We show that these conditions may fail in pure jump models and give examples of lack...

متن کامل

He ( α , γ ) 7 Be cross section at low energies

Gy. Gyürky,1 F. Confortola,2 H. Costantini,2 A. Formicola,3 D. Bemmerer,4,5 R. Bonetti,6 C. Broggini,4 P. Corvisiero,2 Z. Elekes,1 Zs. Fülöp,1 G. Gervino,7 A. Guglielmetti,6 C. Gustavino,3 G. Imbriani,8 M. Junker,3 M. Laubenstein,3 A. Lemut,2 B. Limata,8 V. Lozza,4 M. Marta,6 R. Menegazzo,4 P. Prati,2 V. Roca,8 C. Rolfs,9 C. Rossi Alvarez,4 E. Somorjai,1 O. Straniero,10 F. Strieder,9 F. Terrasi...

متن کامل

The Smooth-Fit Property in an Exponential Lévy Model

We study the smooth-fit property of the American put price with finite maturity in an exponential Lévy model when the underlying stock pays dividends at a continuous rate. As in the perpetual case, a regularity property is sufficient for smooth-fit to occur. We also derive conditions on the Lévy measure under which smooth-fit fails.

متن کامل

An exponential spline for solving the fractional riccati differential equation

In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is discretized. The effect of performing this mathematical operation is obtained from an algebraic system of equations. To illustrate the benefits of the me...

متن کامل

Multilevel Monte Carlo for exponential Lévy models

We apply the multilevel Monte Carlo method for option pricing problems using exponential Lévy models with a uniform timestep discretisation. For lookback and barrier options, we derive estimates of the convergence rate of the error introduced by the discrete monitoring of the running supremum of a broad class of Lévy processes. We then use these to obtain upper bounds on the multilevel Monte Ca...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Universe

سال: 2023

ISSN: ['2218-1997']

DOI: https://doi.org/10.3390/universe9080361