The coin-turning walk and its scaling limit
Let S be the random walk obtained from “coin turning” with some sequence {pn}n≥2, as introduced in [8]. In this paper we investigate the scaling limits of S in the spirit of the classical Donsker invariance principle, both for the heating and for the cooling dynamics. We prove that an invariance principle, albeit with a non-classical scaling, holds for “not too small” sequences, the order const·n−