Recently, in [11], the “coin-turning walk” was introduced on Z. It is a non-Markovian process where steps form (possibly) time-inhomogeneous Markov chain. In this article, we follow up investigation by introducing analogous processes Zd,d≥2: at time n direction of “updated” with probability pn; otherwise next step repeats previous one. We study some fundamental properties these walks, such as t...

a random walk on a lattice is one of the most fundamental models in probability theory. when the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (rwre). the basic questions such as the law of large numbers (lln), the central limit theorem (clt), and the large deviation principle (ldp) are no...