Turning a coin over instead of tossing it

DOI10.1007/S10959-016-0725-1zbMATH Open1430.60025arXiv1606.03281OpenAlexW2963746208WikidataQ59479798 ScholiaQ59479798MaRDI QIDQ1661594FDOQ1661594

Authors: János Engländer, Stanislav Volkov 

Publication date: 16 August 2018

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

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.

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

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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)

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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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