If a Scaled Random Walk is given by:
$$W^{(n)}(t) = \frac{1}{\sqrt n} M_{nt}$$
where $$M_{nt} = \sum_{j=1}^{nt}X_j$$
and the Random Walk is being generated by repeated coin tosses.
Could someone give a quick explanation of how exactly the scaling is being done please? (With realized examples of $n$ and $t$)