Turning a coin over instead of tossing it

DOI10.1007/S10959-016-0725-1MaRDI QIDQ1661594zbMATH OpenOpenAlexWikidataFDO

Authors János Engländer, Stanislav Volkov

Publication date 16 August 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1606.03281

zbMATH Keywords

central limit theoremlaws of large numberscoin tossing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

Abstract: Given a sequence of numbers $p_n$ in $[0,1]$, consider the following experiment. First, we flip a fair coin and then, at step $n$, we turn the coin over to the other side with probability $p_n$, $nge2$. What can we say about the distribution of the empirical frequency of heads as $noinfty$? We show that a number of phase transitions take place as the turning gets slower (i.e. $p_n$ is getting smaller), leading first to the breakdown of the Central Limit Theorem and then to that of the Law of Large Numbers. It turns out that the critical regime is $p_n=extconst/n$. Among the scaling limits, we obtain Uniform, Gaussian, Semicircle and Arcsine laws.

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Cited in

(12)

• Fluctuations of the empirical measure of freezing Markov chains
• The coin-turning walk and its scaling limit
• A phase transition in random coin tossing
• Variations of the elephant random walk
• Impatient random walk
• Dynamical Bias in the Coin Toss
• Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension
• Stick-breaking processes, clumping, and Markov chain occupation laws
• Limit theorems and ergodicity for general bootstrap random walks
• Interacting particle systems and Jacobi style identities
• Moving coins
• Conservative random walk

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