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Turning a coin over instead of tossing it

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 Added by Stanislav Volkov
 Publication date 2016
  fields
and research's language is English




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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 $p_n$, $nge 2$. What can we say about the distribution of the empirical frequency of heads as $ntoinfty$? 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 $p_n=text{const}/n$. Among the scaling limits, we obtain Uniform, Gaussian, Semicircle and Arcsine laws.



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