EXAMPLES AND ADDENDA
The separate sections of this chapter are not related to one another except in so far as they illustrate or extend the results of Chapter 18 .
© 1 . The central limit theorem for homogeneous Markov chains Consider a homogeneous Markov chain with a finite number of states (labelled 1, 2, . . ., k) and transition matrix P = (p i ;) (see, for instance, Chapter III of  ) . If Xn is the state of the system at time n, we have the sequence of random variables
X1 , X2 , . . ., Xn...