A fair die is thrown repeatedly. Let $X_n$ denote the sum of the $n$ first throws. I have to find $\lim_{n\rightarrow \infty}P(X_n \text{ is multiple of 13})$. Now follows what I tried, which I don't think is really efficient:
We can look modulo 13 and then we have an irreducible Markov chain on a finite state-space which is aperiodic (because for $n>2$ and for all $i,j\in\{1,2,...,13\}$ it is clear that $p_{ij}^{(n)}>0$, this is the $n$-step probability). So by Convergence to equilibrium we have that the asked limit actually exists. Now for calculating it, we have to find an invariant distribution of a matrix of dimensions 13 by 13. The matrix looks like $$\left(\begin{array}{ccccc} 0& 1/6 & 1/6 &1/6 & \dots\\ 0&0&1/6&1/6&\dots\\ 0& 0&0&1/6&\dots\\ \dots&\dots&\dots&\dots&\dots \end{array}\right)$$ This is easily done by a computer, but I think this exercise can be done more efficiently.
The Markov chain of the residues mod $13$ is irreducible and aperiodic on the finite state space $\mathbb Z/13\mathbb Z$ and its transitions are invariant by translation hence the unique stationary distribution is uniform. Thus, for every $i$, $P(X_n=i\pmod{13})\to\frac1{13}$ when $n\to\infty$.
In particular, $P(13\ \text{divides}\ X_n)\to\frac1{13}$ when $n\to\infty$.