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# Sayan Banerjee : Singular Reflected Diffusions

I will talk about some models coming from Physics and Queueing Theory that give rise to singular reflected processes in their diffusion limit. Such diffusions are characterized by non-elliptic generators (which are not even hypoelliptic) in the interior, and ergodicity arises from non-trivial interactions between the diffusion, drift and reflection. I will introduce a regenerative process approach which identifies renewal times in diffusion paths and analyzes excursions between successive renewal times. This provides a detailed description of the stationary distribution even when closed form expressions are unavailable. Based on joint works with Chris Burdzy, Brendan Brown, Mauricio Duarte and Debankur Mukherjee.

**Category**: Probability**Duration**: 01:34:47**Date**: April 11, 2019 at 3:10 PM-
**Tags:**seminar, Probability Seminar

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