Tootfinder

$\psi(2S)$ production in jets using NRQCD
Marston Copeland, Lin Dai, Yu Fu, Jyotirmoy Roy
https://arxiv.org/abs/2508.00814 https://arxiv.org/pdf/2508.00814…

$ψ(2S)$ production in jets using NRQCD
Based on recent data from LHCb, we study $ψ(2S)$ production in jets using non-relativistic QCD (NRQCD) in conjunction with the Fragmenting Jet Function (FJF) and Gluon Fragmentation Improved Pythia (GFIP) formalisms. Similar to previous studies of $J/ψ$ production in jets, our results show that these formalisms offer a much better description of data than the default Pythia+NRQCD prediction. We compare and contrast between the predictions from the FJF formalism and the GFIP approach. In addit…

🇺🇦 #NowPlaying on KEXP's #VarietyMix
Maxïmo Park:
🎵 Apply Some Pressure
#MaxïmoPark
https://warprecords.bandcamp.com/album/apply-some-pressure
https://open.spotify.com/track/1GBBhEVBjf1JOulr4ndhip

Finite Combinatorics and Fragments of Arithmetic
Wei Wang
https://arxiv.org/abs/2506.17943 https://arxiv.org/pdf/2506.17943

Finite Combinatorics and Fragments of Arithmetic
In fragments of first order arithmetic, definable maps on finite domains could behave very differently from finite maps. Here combinatorial properties of $Σ_{n+1}$-definable maps on finite domains are compared in the absence of $BΣ_{n+1}$. It is shown that $\mathrm{GPHP}(Σ_{n+1})$ (the $Σ_{n+1}$-instance of Kaye's General Pigeonhole Principle) lies strictly between $\mathrm{CARD}(Σ_{n+1})$ and $\mathrm{WPHP}(Σ_{n+1})$ (Weak Pigeonhole Principle for $Σ_{n+1}$-maps), and also that $\mathrm…

Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations
Pavel V. Gapeev, Libo Li
https://arxiv.org/abs/2507.03470

Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations
We derive closed-form solutions to the optimal stopping problems related to the pricing of perpetual American standard and lookback put and call options in the extensions of the Black-Merton-Scholes model with progressively enlarged filtrations. More specifically, the information available to the insider is modelled by Brownian filtrations progressively enlarged with the times of either the global maximum or minimum of the underlying risky asset price over the infinite time interval, which is n…

🇺🇦 #NowPlaying on #BBC6Music's #StuartMaconiesFreakZone
Klaus Schulze:
🎵 Some Velvet Phasing
#KlausSchulze
https://open.spotify.com/track/2gCpivY5ckSZrQzlUuwAE1