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In the latter models, the walker is assumed to possess a spin, and at each location, one has a unitary operator (``quantum coin'') that interacts differently with the walker, depending on its spin. In the analysis of such quantum walks, CMV operators play a prominent role.  The authors study limit-periodic CMV operators and show that a generic such operator has a zero-measure Cantor spectrum. Furthermore, they prove a Craig-Simon type theorem for the density of states measure associated with a stochastic family of CMV matrices and that this result is optimal in general. As a key ingredient, they establish a connection between the density of states measure for periodic CMV operators and their Schur functions.  In the second part of the paper, the authors describe applications of their results to the spectral theory of CMV matrices with limit-periodic coefficients. 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