Turkmans used to live beside other tribes in Central Asia, groups such as Kalmyks, Quirqiz, Uzbeks, Tatars and Mongols. Through three large-scale immigrations, which have taken place since the tenth century, Turkmans came to the Iranian plateau from Central Asia, where Buddhist, Manavist, Animist, Totemist, Shamanist, Mazdak and Zoroastrian beliefs were common (Azami Rad 2003, 15).
Source: wiktionary