The coin-turning walk and its scaling limit

DOI10.1214/19-EJP406zbMath1467.60031arXiv1904.10953OpenAlexW3000106740MaRDI QIDQ2285796

Stanislav Volkov, János Engländer, Zhen-Hua Wang

Publication date: 9 January 2020

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

Full work available at URL: https://arxiv.org/abs/1904.10953

zbMATH Keywords

scaling limitinvariance principlerandom walkcoin-turningcooling dynamicsheating dynamicszigzag processtime-inhomogeneous Markov-process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Stick-breaking processes, clumping, and Markov chain occupation laws ⋮ Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension ⋮ Limit theorems and ergodicity for general bootstrap random walks ⋮ Conservative random walk

Cites Work

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• Random Measures, Theory and Applications
• Mixing Conditions for Markov Chains
• The Poisson–Dirichlet Distribution and the Scale-Invariant Poisson Process
• An Invariance Principle for Martingales

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